James Murrays site had some good articles about chimneys
Try here -
http://www.onland.info/cgi-bin/mt/mt-search.cgi?tag=chimney&blog_id=1
Its quite detailed as it is really for producing accurate constructional drawings, but still maybe useful to you.
If it's just for a simple chimney effect, try using the niche library part, along with a few multi-storey walls as the actual chimney flue/breast/stack.