Lots of great suggestions here, but the king of smoky woods is oud, for which you could pay a dollar a drop. That, castoreum and frankincense would be a nice combo, along with a vaguely balsamic note of some kind to mellow it out or not have all one quality, as Chris suggests. I like that Chris advised you with a complimentary olfactory quality in mind (amber), and like his suggestions there. I will add that a tobacco note is often nice with smokiness, but not necessary -- just an association like the wood is. That means vertofix coeur would also tend to belong, though again it's just one idea, not necessary. Vetiver is good, but then you have to be aware of overall balance of qualities in your scent. You can't have everything be harsh, edgy, and smoky, as far as pleasantness aesthetics.
But there are lots of possibilities named in this thread, and most all of the suggestions have potential, obviously including rectified cade.
As far as cedar, I think the texas variety is more smoky than the virginia, but that doesn't mean you'd have to pick that one. You can go with iso-e for your wood body note, as Chris suggests. There are other options (obviously sandal)
My intuition would make me try tea tree as one top note, although that could be inappropriate, and is just one out of infinite ideas to wonder about.
If you need another musky note, cashmeran might support that note (here I am going from times I think I smelled what I thought might be cashmeran in laundry products, regarding a certain edginess), as well as ambergris, although I have no personal experience with cashmeran -- mainly intuition here (which means potentially bad idea ;)).
I don't know why synthetics would be necessary, unless you have to exactly replicate some particular smoke smell. If you just want something beautiful and smoky, there are lots of options with naturals. I compare it to painting. You can paint a beautiful face, or you can instead try to paint a photographically accurate face. For most of painting, the accuracy to something else is not important, except for certain styles and applications, such as if you are a portrait artist.
Leaving a pleasant smoky impression is not a problem. My suggestion is to ask yourself what your priorities or artistic values are with this project.
Having said that, I know there are people who will buy based on -- "wow, that smells exactly like my George Foreman grill!" (or something similar).
Edited by DrSmellThis - 6/13/13 at 5:36pm