Neat stuff, especially the pith helmet! I'm sorely lacking in the pulpy hat department; there's always something more directly gaming-related that sucks up my budget!
I did a couple of smoke markers up myself with tea lights earlier this year - they're really fast and simple to construct.
Smoke Markers over on my blog.
I still want to do some proper flame markers, but not sure what to use for the flames. I might experiment with hot glue for flames so the light is still visible through it...