Smoke outside is a tricky one as any wind is going to ruin your results. A small party type machine will not cut it, but then the larger scale hazers that concerts & festivals use to cover a wide area are usually quite expensive.
The power of your moving heads will also play a factor. If they are over 350w then you are likely to see beams in the sky without the need of smoke (this all assumes you mean at night time.) Any smaller wattage then introducing some type of fog may be required to see the beams.