Since this was my first cake attempt, I didn't use any smoke wood, just kingsford.  I can't taste any difference between this cake and one cooked in the oven even though it smelled like my last butt cook when it was baking.
I don't think it would have hurt to add a small amount of smoke wood since most of the cake is covered with the pan while cooking.  I will probably try a little mulberry or cherry chips next time.  I make pancakes on my kettle and I enjoy the "campfire" taste that they get.  I was hoping for a similar taste with the cake.  
Mark