The smoke machine is a good way of checking for a split pipe,leaking seals etc, even more so on the modern complex petrol/TDi cars where the slightest pressure loss can cause all kinds of codes and miss diagnosis,Usually the smoke is forced in the inlet from the air filter housing and most leaks can be found.Used this method to find a sensor seal leaking on a turbo sensor and an O ring on a cam sensor
agree smkoe machine has it's benifits starting to come down in price few years ago were very expensive but if you look on youtube some strange home made machines out there,