Everything! We've thrown all manner of goodness into our smoker. It's worth experimenting even if you think a particular food item might not work. Here's a not-at-all comprehensive list of Things To Smoke:

1)Scallops. Really, seafood in general (shrimp turn out quite well, too), but scallops in a smoker filled with hickory chips are about as amazing as it gets. For seafood, if you are going to brine first, don't let it sit too long or use too much salt. A little goes a long way with shellfish.

2)Marshmallows. Our smoker is not especially hot (~150 degrees), so smoking marshmallows for smoked s'mores worked quite well. Placed on a skewer, they get somewhat droopy, but that crackly cooked marshmallow skin forms and droooool.

3)Brisket. Homemade pastrami and/or corned beef takes patience, but it's so worth it. Well, not if you dislike meat, but otherwise, here's how you do it: get a brisket, trim off most of the fat (separating the point from the flat if your brisket comes with both parts), place into brining bag with water, sea salt, molasses and pickling salt, and let the brisket hang out in your fridge for at least a week. After much waiting, dump the entire contents of the brining bag into a stewpot and boil for about 30 minutes. Remove brisket from pot and let it sit for about an hour, during which time you preheat your smoker. Rub the brisket down with pepper/spices/extra seasoning of choice. Place brisket in the smoker, and smoke for two rounds of about 45 minutes to an hour each. And you're finished. Cut that awesome up and throw it on a Reuben. Oh, and use your boiled leavings as a stock. We make ours into curries.

4)Salmon. Smoked salmon is a classic, and there's a reason for that. It's amazing. Apple or hickory chips with this one.

5)Cheese. Again, a lower temp smoker can do this even though the cheese gets melty. If your smoker has a cold smoke option, that would be ideal for cheese.

To answer your chip question, chips are sold many places. If you want finer chip shavings, go to Ace and Big 5. If you want big chip chunks, Home Depot or Lowe's. I prefer hickory for most things and apple chips for chicken thighs. I haven't tried cherry yet, but that's coming. Mesquite is strong and the flavor is very distinct, so I'd save that for chicken breasts, etc. Alder, as far as I can tell, tastes like nothing, though your experience may differ. After some initial alder-only smoking, I've only used alder to stretch my other chip supplies.

I also recommend trolling the interwebs for brine recipes. Brines are myriad, so find an ingredient combo and soaking time that works for you and your smoking foods of choice.