There are actually cans of haze and fog available at some stage lighting stores- by "canned" I mean as in a can like spray paint. I use some of the haze and it works great. Its about $15/can.
yeah ..a mosquito fogger..is ..tada! ..a fogger. you dont have to do anything special with it but put the fog juice in it and use it. just buy a propane powered insect fogger from a local hardware store, then use the fog juice hunter mentions above. definitely dont use the insect fog for your set ..you dont want to breath that stuff. ..actually the fog juice isnt the greatest for you either, but it works well and is intended to be around people. you can always try plain water and make actual fog if the temp and humidity is right with the fogger. it basically just steams stuff and spouts it into the air. make sure your equipment isnt getting fogged up though.