This shows a nice simple smoke that is easy to set up. It is from an old Max tutorial on cigarette smoke..

Face map on, as always for this sort of map:

Set self-illumination to a medium-lite gray. Diffuse to white.

The self illumination color makes a nice white smoke

If we only increased the illumination by % we have this; not as strong

If we pushed the color all the way to white we get this:

As you could see we have a map in opacity.

It is the default gradient set to radial

You want to really stack up the faces on this sort of thing, so don't be afraid to bring your speed down and your rate up in your super spray or pflow.