They last thing you want in the middle of a hive inspection is for your smoke to go out. Take time to be sure its well lit and well stocked. When you need a puff of smoke is no time to be reaching for your lighter.
I really like the current model of domed smokers as they have a removable, perforated liner. These are much more forgiving for the beginning beekeeper as they ensure better airflow around the fuel than the cone-topped smokers with only a permanent perforated bottom. I use big wood shavings or clean paper to get the smoker lit and then top with loose raw cotton to give me good thick smoke. If you have access to fresh clean grass, a little wad placed on top of the dry fuel will ensure that the bees only get cool, calming smoke.