hello and welcome to smf!! I am farily new her myself and it is a great site with lots of great folks.
I too own a big chief but until this summer had only used it to smoke fish. this summer I decided to try some beef jerky and started reserching other things to put in the smoker. I live in alaska so I could only use my chief in the summer. as you mentioned it wont hold any temp if its cold or windy outside. that was never an issue for me since I only did the fish in the summer anyway. but when I decided to expand my horizions the chief just wouldn't cut it any more. I decided to build a smoker out of free wood from pallets and heating elements and controls from a $10 oven from craigslist. I built the walls with 2 layers and insulation in the middle. I think the whole project cost less than $50 and looks much better than the chief too.
one of the best books I found was called smoking meat and smokehouse design by marianski (spelling?)
lots of good info here so look around and ask lost of questions and share lots of stuff