Photographing Through Smoke

I thought this would be very topical as we might have these conditions on and off for a while.
Treat Smoke like Mist
Mist and smoke behave similarly, though smoke can be more coloured. Look for scenes that provoke interest and have some foreground which is clearer so you get a feeling of depth.
Keep the Haze or Remove it?
Decide if you want to show the haze or eliminate it in photo editing. You can use exposure (see below). You can also use the dehaze filter. This filter increase contrast, saturation and clarity, so you may get a colour shift, which you can correct by reducing the saturation and/or the yellow & magenta in colour balance. You can also just change parts of the image.
Colour Balance
You may need to experiment with this. If the smoke is thick. you may need to use the cloudy preset, but if the sun is breaking through you may need to go to sunny/daylight. If the smoke is a reddy yellow, you need to decide whether you keep the colour (sunny) or correct it by changing to a something like the incandescent light bulb preset.
Exposure
This is also a matter of preference or interpretation. Making the image lighter can increase the appearance of the smoke and make it whiter. The reverse happens on darkening the image. If the smoke is marginal and you are close, it can almost make it disappear.
Sunsets
Sunsets will look spectacular or could even look eerie, depending on the amount and colour of the smoke. Try varying exposure and colour balance to get an image you like, or to get a true record.
Conclusion
First decide whether you are recording reality, making something artistic, or wishing to take the scene without the appearance of smoke. Then use the suggestions above to create the image you want