I do my own smoked salmon every Christmas. You need a fish smoker like this:http://www.amazon.co.uk/FLADEN-36-1230-Fladen-Outdoor-Smoker/dp/B0024V9P68/ref=pd_sim_sbs_lp_1
Buy a whole salmon and have the fishmonger fillet it. Cover the fillets with a very liberal quantity of fine sea salt, some brown sugar and any other flavourings you fancy. Wrap in clingfilm, stick in the fridge and leave overnight.
Wash off the salt thoroughly, place the fillets on racks or direct onto an oven shelf, and set it to “defrost” so the fan runs but there’s no heat. Alternatively you could use an electric fan – the idea is to get the fish completely dry.
After a couple of hours you’re ready to smoke the fish. Fire up the smoker and put some soaked hardwood chips in the bottom – I use oak and applewood, but you can experiment.
Once the smoker is hot, you can smoke the fish. I find 30 minutes or so is enough, but do check it’s cooked through. Leave to cool and enjoy. It freezes very well so I always make loads.