I admit that I am cheap. I just could not justify the 70 bucks or so to get a baffle plate in order to cold smoke with my smoker. So, I went to Home Depot and looked around. I found some stiff insulation that has foil attached to it. I bought a chunk that is 2 inches thick and wrapped it a second time in very heavy foil. It sits on top of the bottom grill and a pan of ice water sits on top of it. Works great and a 4' x 8' sheet cost about $15. That's a lot of leftover, but I'm sure I'll find another use for the leftover.
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