I've used the MTH HO fan driven smoke unit in a number of cabooses. It puts out a nice volume of smoke, certainly can be more than a caboose that's not on fire should be putting out, and it's small so it's easy to fit in. You do have to arrange to power it, the heater takes around 5-6 volts and the fan motor runs on 2-3 volts DC.
Here's the HO smoke unit on the bottom and also the small O-gauge smoke unit on the top, both MTH products.