How to smoke fish depends on what final product you are after. It can vary from a tender flaky product to a jerkey like product and many iterations in between.

Basic steps are:

1)Brining, using salt, sugar and other spices you are both removing some moisture from the flesh and imparting flavor to the product. Brining can be done wet or dry and depending on how it's done and how it's rinsed you can have a product that has almost no salt all the way to inedibly salty. I've settled on a dry brine as for me I've been able to get a more consistent product.

2)Forming the pellicle. After you have rinsed off the excess salt and after you have dried off the excess moisture you need to allow time for a pellicle to form on the outside of the fish. I put my brined and dried fillets into the smoker, put a small fan in the smoker or at the air entrance to the smoker and let it run 2-3 hours until a pellicle is formed. Don't skip this step!

3) Smoking. The smoke imparts flavor and that's really all it does. It's the salting and drying that preserves the fish, the smoke is really just a byproduct of the heat used to dry the fish. As Pete mentions, go light on the smoke! I've ruined more than my fair share of salmon thinking I had to keep a good smoke going for several days for that traditional smoked salmon product. Wrong! I needed sufficient dry air for the product, just enough smoke for flavor. I prefer either alder or 50/50 alder/hickory.

4) Drying/cooking. In a tradional cold smoke the fish is dried out to a jerky like consistancy. If this is your goal, you need to keep the temperature below 100F in the smoker and really all you need is a few hours of smoking and 2-3 days of running a fan to dry the fish. If you're after a hot smoked product then you'll need to bring the temperature up to a slow cooking point ~180F for 3-5 hours depending on the size of the fish. If the fish isn't cooked long enough it will be mushy, too long it will be tough and rubbery. You will have to experiment with your fish and your smoker.

5) Packaging, unless you've created a properly salted and dried cold smoke product, you'll need to either freeze for long term storage or keep it in the fridge and eat within a few days as with any other cooked fish product. There is also canned smoked fish which if done properly are amazing but my one foray with white fish was not too impressive.

Don't be surprised if it takes a few times to get a product you like, and write down all steps including length of time for all steps so you can tweak as needed or know exactly what you did right so you can do it again.