Hi SteveLouise
We purchased our parafin from a local Co op petrol station £2.99 for 4ltrs!
We have not experienced any smoke but are checking the wick regularly, we have had our heater on for two weeks 24/7 and have only had to trim the wick once.
We also do not have any problem with the fumes, if your flame is smoky it could be too high and may require turning down until the black smoke at the top of the flame has gone. Hope this helps.
Jennys Gran