Instead of distributing smoke through tubes and pipes through a costume, one could distribute the fog machines. So the smoke/fog is where it is needed.
Since E-Cigarettes work with the same principle as fog machines, they are an option for small, low-cost and low-power-consuming fog machines. Furthermore E-Cigarettes are small enough to put them nearly everywhere inside (and outside) of a costume.
In contrast to fog machines, E-Cigarettes have the advantage that they are cheap. Simple versions start at 20€; therefore, plenty of them could take placed instead of one fog machine
To spread the smoke small pumps can be used (something like this).
If it is needed to transport the fog over small distances, shrinkable sleeves may be a good possibility. They are flexible and sew-able. And since they are shrinkable they can easily be used to drain off the transition from the pump.