For me the ultimate is a real smokehouse.
You can start small and many people are doing good stuff with a propane fueled chip pan. I too like a challange and making a day of tending the smoker and enjoying a few beverages is a good time in my book.
I do also have a small brinkman propane smoker and use it for small work or cheese with the AMAZE-N-SMOKER and it works well. ( I did add another regulator and fuel valve to get better control of the heat).
Side box stick burner is another inexpensive route to start. Or you can spend as much as you like and buy many options, Yoder, Stump, assassin, lang, or custom made.
Here is a few links of smoke house cooks