I picked up a six pack of cheap LED tea lights in post-Xmas sales recently, and while home sick Friday put together a pair of quick, basic smoke markers with flickering yellow lights in their base.
I hot-glued wire to the rim of the plastic base, skewered cotton batting on the wire, then used more hot glue to secure it. Quick dose of grey & black spraypaint on the front porch and all done!
I even got a short video of really terrible quality to show off the flickery flame effect in action!
There's a bit more detail
over on the blog, too.