This is my first post, and I know I am late to the party. But it is a topic close to my heart.
First up, for the purposes of full disclosure I love heavily peated scotch; Octomore Comus is my absolute favourite. But I also love American whiskey, so why not add a bit of smoke.
Recently I have played with smoking a few Bourbons. My current favourite is mesquite and pecan smoke. Takes about a minute using a smoke gun and cream whipper, with no loss of spirit and adds massive of intense smoke flavour. The result is great in cocktails.
I don't use this method, but worth a watch: http://youtu.be/7wQ5JhbsF-g
I get that it is not for the purist, and I won't be smoking my van winkle 15 anytime soon, but fun to play with flavour.