For some reason, when I set up smoke, the smoke shows in the 3D view, but when I render all I see is the domain cube.
I never had this problem with liquid.
How can I get to render the smoke? Please examine attached file (made with Blender 2.5-beta4) and let me know what I’m missing.
smoke01.blend (92.4 KB)
smoke is not a liquid 
you don’t have setup material
have you ever seen some smoke tutorial?
Definitely watch the tutorials that vklidu is suggesting. In your scene, you need to change the domain’s material from “Surface” to “Volume,” and set the “Density” slider to 0. Then go into the textures tab and make your texture a “Voxel Data” type, scroll down and under “Influence” check the “Density” box and make sure it is set to 1.0 (this is the Density in the Textures panel, as opposed to the Density in the material that you set to 0). Under that is the “Voxel Data” tab – set the “Domain Object” to, in this case, the “Cube.”
At this point you should be able to see something, though if you go into the world tab and make your “Horizon Color” black, you’ll see the smoke more easily.
All of this and lots lots more is at the cg tuts plus tutorials on smoke – highly recommended!
or check this quick start setup http://web.me.com/depo/Site/Blender_2.5.3.html
(it’s better to download tutorial (by right mouse click) on a disk (resolution is much bigger) so you can see more)
You may have too much smoke being rendered. Set your particle lifetime to 1. You are probably not rendering the domain so much as filling the entire domain with smoke.
EDIT: I just noticed the blend file. Your material needs to be set to volume, and your texture to voxel data. As stated above watch the cgtuts tutorials.
Thanks all - the material settings were it. Thanks benu for writing down precisely where the problem was. Those video tutorials are fine and all, but I’m not on high speed connection, so a brief bit of text is good.