I'm probably a bit late, but I did use a cheap party fogger for a shoot...
Few things
1. Its very noisy so, turn it on press the button once ready and then WAIT.
2. When the fog first comes out its too thick... So again, wait til it looks like you want it and then call rolling.
3. Continuity, make sure someone is on top of that. I messed up, forgot to use it in a few scenes, and well... luckily its a comedy.
4. I used it outside, with an extension cord ect. but inside, it may not be optimal as it fills up the room extremely fast, and being that it is cheap it is hard to control the amount you get.
That said, I'm glad I used it, it added a great mood to the scene.
Some shots from my short.
IMAGE 1
IMAGE 2