Here's something that might be useful for you.
sulfur, potassium nitrate, and pitch-----black smoke
zinc dust, hexachloroethane, napthalene-----grey smoke
auramine, potassium chlorate, baking soda and sulfur----yellow smoke
rhodamine red, potassium chlorate, baking soda and sulfur-----red smoke
auramine, indigo, potassium chlorate and lactose-----green smoke
indigo, potassium chlorate, and lactose-----blue smoke
Hope this helps. You could probably look up these, or slightly augmented versions, on Google to find a how to or something.