-Speedlight or Flash
-Triggering system (pocket wizards, CLS, ETTL, radio triggers)
-Small Table Lamp (which I did not use, but it makes it easier to autofocus)
First, a pic of the set up. A box behind the smoke with a tshirt draped over for a BG. A Cup to hold the incense and a flash to light things up!
The idea is to light the smoke from the side. You want to keep your flash from spilling on to the back ground, and into your lens, creating flare. A cereal box and some scissors will make some nifty little flags that you can rubber band to your flash to do the trick. You also want to watch the power output, too much and you loose detail in your highlights, too little and nothing shows up.
These are high tech and fully adjustable. I'm thinking of mass producing them, but done know if I can eat that much cereal....ok, maybe if it was alphabits, wait, thats Ivy's!
Sync up your camera and flash (see water drop tutorial for a quickie on how to set up a nikon system)
Once you have your camera and flashing talking, light the incense and fire away!
The one thing that will up your keeper ratio is a small table lamp placed to the left of the smoke. Turn it on and light up the smoke to aid in autofocus. Or you can focus on the tip of the stick, and then recompose and shoot.
When all else fails, or if this babble is useless, go here for a great video tutorial on how to do it!
Enjoy and feel free to post up your results!