To Al, Paul, Bushie, and others;
I have had the same issue living in an apartment complex here in MA, with no balcony.
Check out this product:http://www.cameronssmoker.com
Emeril Lagasse has used it, and it is available on line or at various kitchen stores.
Uses a finely ground sawdust type of wood chip for smoking.
I usually smoke the meat or chicken, then finish it with BBQ sauce in the oven.
I have smoked chicken,turkey breast,beef,sausage, and even roasted corn in the method.
For a $50 investment and a Valentine’s day gift from my Fiancee’, it has worked wonders.
The included cookbook gives great ideas, and most of the smoking is done in 3 hrs. or less on the stovetop.