Kevin, I started with a propane smoker. You can get one pretty cheap at Walmart. Around $100.00. You regulate the temp just like you would with a gas grill.
Last year I took the plunge and purchased a Superior Smoker. Best purchase I have ever made. It is a gravity feed charcoal smoker. You control the temp using a ball valve. Google Superior smoker and check them out. A little pricey but well worth it.