I use an oldH.S. windicator bottle filled with carpenters chalk, the kind used to snap chalk lines. I ran out of the powder that came with the bottle and just refilled it with the chalk I had in my shop.

I tie a maribou feather on a piece of dental floss and tie that to my bowstring

I use dental floss to.

i just throw up some grass and see which way it blows

What about in your stand? grass don't grow in mine.

I usually justcheck the smoke from my cigarette.

And yes, I do get deer under my stand.

I just found a decent wind indicator by accident. I did my scent free laundry thing, and threw some clothes in a big zip lock bag. The scent free dryer sheet I used flew out of the bag when I went to put my shirt on. After using, the sheet is basically nothing but fibers that are easily separated. For grins, I pulled a little bit off of the edge and let it go, it followed every little air current. I kept the sheet in my pocket and when I wanted to check the wind, I'd pull a few fibers off the end and it works like a charm.

I use API Windfloaters, basically they are the white dandelion fibers, and will even show how thermals are working. When you let them go, if the temp is warming they will actually rise with thermals, and if it is cooling the thermals are dropping they will fall as they float, and you can see exactly what your scent is doing. I also have used baking soda in a small plastic bottle with a "puffer" top. The bottle is an empty Tinks Gel bottle, you can open the lid, and give it a little squeeze and it will puff out a little white cloud to show direction.

I use baking soda in a visine bottle

Milkweed. I keep it in a prescription vial in my pocket. It not only shows wind direction but it will float for quite a while and show any swirling or thermals. Best of all... FREE!