For full sized brass steamers, I typically use the MTH steam smoke unit with a spring and a stack extension. For ERR, I change the two resistors out for a single 20 or 22 ohm 2W wirewound resistor. I also add a connector to the four wires from the smoke unit, this allows you to easily remove it for service (and smoke units do need service). The stack extension screws in from the top, this allows you to remove the stack extension and remove the smoke unit out the front of the boiler.
As Pete mentions, the LC+ smoke unit is another good choice, and I've used a few of those in upgrades as well.
Many times I have to give the weight a haircut to fit the smoke unit in, but it's usually not more than a few ounces and doesn't affect the locomotive performance much. You can also add in weight elsewhere if that really offends your sensibilities. 
One pet peeve I have is when I get a locomotive where the boiler shell is hard wired to the chassis. This makes it a royal PITA to work on or test. Do yourself a favor and have a connector between the shell and the chassis so you can fully separate the two.
The two products mentioned in previous posts above are the Chuff-Generator and the Super-Chuffer II, obviously I'd highly recommend them. 
