I've heard that the dvx and hvx don't shoot well when you add a little smoke to the room. I couldn't even tell you why, technically, this would be an issue. But that's what I heard. Any truth to it?
Well, depends on how much smoke and from what kind of machine (ie. Professional fog machine or drug store Halloween fog machine). I've personally never run into this problem or even heard about it.
If you're really worried about it, I'd think all you'd need to do is protect the camera like you would for rain, either in a rain-safe bag or underwater housing.
I shot an event where the soundcheck lighting was smoke that was backlit with a row of white sidelights lights and it looks better than the show where there wasn't much smoke and alot of colored light. The smoke looked great