On the saltpeter-and-sugar in the frying pan experiment, don't try it with a nonstick pan! The nonstick coating (teflon, silverstone, doesn't seem to matter) catalyzes the potassium nitrate and makes the whole mixture go up before it even gets to its melting point.
Go ahead, ask me how I know.
Also, the melted mass is a sticky, hygroscopic mess that has to be kept sealed and frankly isn't all that great of a smoke mixture given the risk of toasting your kitchenware. And the burnt residue is tenacious.
A better plan is to go with a mixture of KNO3, sugar, and granulated parafin. Don't even bother melting it, just mix it real good and pack it into a fireproof container with a couple of holes in it to let the smoke out. When the hot exhaust gasses jet out of the container they expand and cool, condensing the parafin into super-fine mist that forms really effective smoke in a hurry. It's not very noxious, but could be considered about as good for you as inhaling any other particulate en masse... And smells like freshly blown out birthday candles.