Chimney and air flow and green/seasoned issues aside; yes some woods burn cleaner than others. This has been my experience with a wood burning stove. They also burn at different rates and temperatures. Typically softwoods such as pine will burn faster and with a greater amount of smoke, while hardwoods such as maple, oak, ash tend to burn cleaner. It's a matter of the sap and wood fiber - these vary across species. Locust wood actually makes for very good firewood - lots of heat, burns long, but is useful for little else except fence posts.

Now, doing some research on this, it seems that there are some contradictory studies to my personal opinions when open pit or hearths are considered (instead of enclosed/controlled wood stoves - which do best on seasoned hardwood). That's the word from this chimneysweep.

This link doesn't address smoke issues, it does list firewoods by BTU value/cord for different species.

-Zeke