I don't have a smoker, so to get a smoky flavor I use artificial hickory flavored "Liquid Smoke." You can pick it up at No Frills for about $5. Only a couple drops is needed, (strong stuff). I put the fillets (or steaks, depends how big the trout is. Anything 5lbs and under I fillet. Anything over I just steak it.)
What I do is mix 1/3 cup of lemon juice, maple syrup, and a few drops of the liquid smoke together in a bowl with Keg steak spice (which is pretty much just Montreal steak spice.) I soak the fillets or steaks in it for a couple hours. I'll take some tin foil, enough to completely enclose the fish, and spray it with no stick spray, If I want a little heat to it, after I spray the tin foil, I'll sprinkle some chili powder or crushed red peppers on to it. Then I take the fillets out of the mix, and let any excess syrup etc drain off, put them onto the tin foil and enclose them in it. Then it's a matter of either firing up the BBQ, which is preferred, or if I have too, I'll do'em in the oven. Not quite the same as smoking them, but it comes out nice every time. ( I do have a bow in the freezer right now, so when I decide to have it, if I remember I'll post a picture of the finished result) I've used this for other species as well.