Boy, that can be a long answer. There are 2 main types of smoking - smoking that preserves the meat and smoking that cooks but does not preserve the meat. Generally, people at home do the second method as it is much less difficult. Popular smoker are the Weber Smoky Mountain bullet water smoker. You can use this for such other things like smoked brisket, pulled pork, etc. This is what I have, and it is fun, but takes a long time. Cold smoking to preserver food (like the smoked salmon at stores) pretty much requires a smokehouse. This is something you really need to like to get into.

Here's an easy way. Start by makng a brine, use a metal container or plastic cooler and fill it with enough water to soak the fish. Add salt until it floats a fresh egg (older eggs will float already) add the same amount of sugar and/or brown sugar. Cut the salmon into 2" steaks (skin on)and soak for 12 to 24 hours. Remove and rinse and let dry for a couple hours until it's good and dry (very important)then place in smoker at about 160 degrees for about 12 hours using smoke for about 3 hours. Test to be sure it's done. Eat warm or chill and eat. It should keep for about a week. Feel free to add any spice you like to the brine (things that go into a soup or stew, even wine)whatever you like. Small fish require less time and can be smoked whole. Suckers smoked whole are excellent as well but have a few pesky Y bones to deal with. Salmon and Lake Trout are my favorites. Little Chief smokers are well priced and do an excellent job, some other smokers get too hot and the fish can get over dried. Hope it turns out good!