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It's not obvious, but since clouds are basically steam, they're a more natural way to create steam in an image. Take a bunch of photos of various clouds at your highest resolution setting, then use them (or selected parts of them) to make brushes. Create a collection of them to stamp anywhere in a photo you need smoke or steam, playing with size, opacity, rotational positioning, etc, to suit your taste. Mask as necessary, using the cloud brush directly on the mask. Any needed bluish toning can easily be added in a number of ways.
Lots of tuts out there on creating brushes. Below are some screen grabs of using one of my cloud images to make a brush, and my attempt to add steam to your shot with it...