I think I heard my name.
I like to cold smoke the malt because it doesn't change its character too much.
In another thread I have some pictures of the cold smoking box I built.http://www.homebrewersassociation.org/forum/index.php?topic=2814.0
Fruit trees, like apple or cherry give some of the best flavors. The smoke tends to be a little sweeter than some of the other hard woods. The traditional wood for smoking Rauchmalt is beech, which is very clean. I have found that citrus wood has a similar character to beech. The last smoked beer I made used pecan wood and it went nicely in an APA. The nut flavor comes through in the final product. Alaskan Smoked Porter uses alder wood, which reminds a lot of people of salmon because that's its most common use. I stay away from the real strong woods like mesquite because they tend to overwhelm the beer flavors.
You will have to experiment with percentages to get the flavor and aroma level you want. It seems that everyone has his own threshold of what is acceptable, especially when sending smoked beers in to competitions. I tend to go with higher percentages of smoked malt, but cold smoking does not give the same intensity as hot smoking.
Start with at least 20% of the malt bill in my opinion.
I hope this helps.
Edited to put in the link