For cold smoking, if done right you can use a cardboard box to smoke in, but I wouldn't recommend it.
I use the A-Maze-N pellet smoker. I choose this because you can place inside any smoker and operate with or without heat. Pellets are more readily available than sawdust and manufacturers like Traeger will ship for free if you purchase two 20 pound bags..
Humphrey's DownEast Beast W/BBQ Guru