Snap On for example does make an evap test machine that pumps an inert gas into the intake or exhaust tract that will come out of any leak you have on the car. They work very well and are probably one of the best diagnostic tools for finding intake or exhaust leaks. You can buy a 944 for the cost of the machine though.
I am lucky my buddy has one that i have used a number of times.. leaks show up like this
I have read about people using smoke machines used for partys and stuff like that but i would have concerns about what smoke is actually being pumped into the intake or exhaust tract. The Snap-On machine uses a oil based smoke that is inert.. not sure what those smoke machines put out but i would have concerns about condensation and leaving residue in the intake tract.