I'm not sure how good a tinkerer you are, but I saw one guy at a steampunk convention with a top hat which had a puffing pipe, chatting to him for a bit, he'd made it himself and the inside of the pipe was part of a E-cigarette and a tiny battery powered fan, the fan blew pressure on one end of the E-cig inside the pipe and this in turn blew the "smoke" out of the butt of the e-cig, he said he used 2 e-cigs a day on the costume if he wanted it smoking all day.
Potential alternative, if you're able to tinker such yourself?
If not then what Pies suggested.