I generally avoid using smoke - it can so easily make the honey taste smoky, is a fire hazard in hot summers, and isn't ideal for the bees - it's a sign of danger for them, after all. But there's no denying how useful it is if you've got to really set to and handle the frames a lot. In which case, Finman is right: anything pine-y or resin-y tends to produce tar. I find dried stalks from leopardsbane, lavender or sunflowers are quite good (or anything else kicking around the garden that isn't tarry or poisonous). These are easy to keep dry, and catch quickly (I never use very much smoke for very long, so it doesn't matter if the smoker burns out fairly soon). A handful of damp grass on top cools the smoke and prolongs it a bit.
Or I just use a mist of cold water with a tiny bit of essential oil of lavender or peppermint (i.e. less than a drop per bottle) - it's just enough to mask the bees' communication smells, and doesn't affect the honey. It also doesn't cause lots of honey-guzzling by the bees.
If you have hundreds of hives, it's a different matter.... hemp sacking, rolled up, seems to stay smoky for quite a while, so I'd probably use that if I had a load of hives to look at and really wanted to use smoke.