Second comparison run, this time going through particle shapes. Again with default shader and particle size at 0.5. Showing how it looks with no blur, and 33% blur modifier. Seems that diamond, facing camera, and sphere shapes may have the most potential for making smoke. Metaball doesn't look too bad either. Child object was left out for this one. (Yes, clouds as a child object can make a smoke trail. But you need considerable CPU or time to throw at it. Otherwise it just takes too long.)
Barbequed Pixels?
Your friendly neighborhood Wings3D nut.
Also feel free to browse my freebies at ShareCG.
There might be something worth downloading.