I use the one from MicroMark, http://www.micromark.com I think I paid about $30 for it a few years ago, on sale. It puts out a lot of smoke, has a auto shut down feature when it runs out of oil and a small fan it to blow the smoke. I also bought a bottle of smoke oil with it and have yet to finish it.

edit; I checked the site and the smoke generator (item 82602) now goes for $39.99 and 4 oz. of smoke oil (item 82603) is $3.95