Detonation films is a collective of young film makers who have kindly posted on their site, not only how they do many of the shots and effects in a home brewed manner, but they also offer FREE full DV clips of effects like smoke and explosions.
This site can be a good source for anyone who is working on a film, or even just making a Pre-Visualization of what a final film might look like.
NOTE: I had some trouble opening the .AVI clip in an older version of After Effects. Not sure if its my program or my version of QT.
CORRECTION: I was able to open the clip in iMovie in which I re-saved it as a no-compression DV clip, then I ported into Adobe After Effects 5.5 by first changing the end from .dv to .mov. The resulting Quicktime clip can be found HERE.


