I've been using dry ice for our fog machines for a few years now and I love the effect.

I made a cooling chamber ( for lack of a better term ) for my machines using pvc fittings. I found a big "Y" that I use to load the ice into ( I can fit several fist sized pieces in there ), a drain strainer at the exit to break up the fog a little bit and keep stuff out, a reducer at the inlet side that I put close to ( but not against ) the nozzle for the fog machine. It is finished off with a couple of small pieces ( 1" I think ) laid lenght wise to act as feet to keep it from rolling over on me. I realize that this is not the most effecient way to make one of these things but it is easy to set up and store and I still manage to fog up the entire street with low laying fog ! I have to feed it every 20 minutes or so but that is no big deal as I stay out front to hand out candy anyway. : )

oops, almost forgot the lid on top of the Y ....