You will struggle outside unless you have a perfectly still day and a very high haze output.
The best outside amateur video I've seen was Hobbybob's Holiday BBQ video where he managed to use the BBQ smoke to good effect (I'm unsure if he added any smoke fluid to it).
However, he was very sheltered and even then there are visible breaks in the patterns in the video caused by smoke drift.
Remember this is a time lapse so disguises some of the problems but the drift is visible:
http://www.youtube.com/watch?v=HYzT42ukYCg
Nevertheless, an excellent video and one that I love. :D
Indoors is definately better if you manage it.