Used the little chiefs in the garage all winter long. New unit is being built to live in the garage so it don't walk off like the ss unit did! I leave the small door open a bit and raise the overhead door bout 6 inchs or so, garage smells good for a long time afterwards! One could fashion a hood over the smoker and pipe it out a window if you wanted to, maybe add a fan to encourage it. Never felt the need for it myself.
Do not use a grill or smoker in the living space, just dosen't work out well!
I would keep (and do) a fire extinguisher in the area. My shop already has several so it's not an issue. I have used the Turkey fryer in the shop before, ( it's very large, ceiling is 15 feet high and the shop measures 25 x 35 with all concrete floor) when it was blizzerding on Christmas or Thanksgiving. Don't like to do it, buy had to feed a whole heard of folks too! I cut and weld in the shop alot, so there aren't alot of flammables close by.