I only have a few MTH locomotives that smoke, and have used the smoke fluid that comes with the locomotives, as well as a couple scents I've purchased from both MTH and Mega Steam.
Coal Fired Steamer from Mega Steam is probably my favorite in terms of how much smoke it produces. The scent is good as well.
I've also tried Wood Burning smoke from MTH, I don't think it has quite the volume of smoke, but I do like the scent.
I've also tried the coffee scent from MTH, After a while the scent gets a bit overpowering. Although, I just realized the other day it smells exactly the same as the coffee scented "country fixins" smelly stuff and candle my wife has sitting on our kitchen table.