How do i do this shot?
I like your idea. You might be able to make a convincing smoke element to superimpose on your shot like this:


get a black sheet or piece of posterboard
cut a small, mouth-sized hole in the posterboard
paint the actor's lips black
have the actor stand behind the black posterboard, and blow smoke through the hole


The lighting would be pretty tricky. The best bet would be to have a light directly overhead, not on the black posterboard at all. The light would (hopefully) catch the smoke but keep the posterboard exceptionally dark.  It could be darkened more in After Effects when you're superimposing it (probably as a chromakey where the key color is black). In addition, you could create a traveling mask over the shape of the smoke.