Well, it's definitely original, so that's something to be proud of. I can't remember a font that so particularly evokes smoke. While I'm a big fan of display type that can sort of function as text type too, I really like your direction.
With such a non-standard font, you need to define some paramters. Is there a semblance of ductus, as in making certain parts of each letterform thick and thin, or is each letter completely independent of the others? Just about all type has some defined scheme of stroke contrast, so it probably is something to consider and implement, but if you're committed to the flow of the letters above all else, you could ignore it.
Also, you're right -- you do have many weight inconsistencies. Since some of your letters (B, C, E, U) are very heavy and others (D, H, I, L, etc.) are quite thin in comparison, you might want to consider making two sets of letterforms, one thick and one thin. Sort of like a bold and regular, but with the potential for mixing them in one word. Or, make them all one "weight" (I'd suggest the bolder one over the other)
Another consistency problem is the letter width: B, C, S, and X are wide and sprawling, while A, H, P, and R are really thin. Again, you can (if you want to make the font more conventional) even this out, choosing one width to make all letterforms. Or, like I suggested above, you can make two sets, one wide and one thin. But all these extra sets are a ton of work.
Finally, some letterforms are tough to read out of context; A, E, F, O, R, and Y especially should be made more like traditional letterforms. For example, the A and R need to be opened up.