Last bit of smoke I see rising in steamy place (3,3)
I believe the answer is:
hot tub
'steamy place' is the definition.
(place with lots of steam)
'last bit of smoke i see rising' is the wordplay.
'last bit of smoke' becomes 'butt' (cigarette butt).
'i see' becomes 'oh' (both can mean 'I understand').
'rising' shows that the letters should be reversed in order (going up in a down clue).
'butt'+'oh'='buttoh'
'buttoh' backwards is 'HOT TUB'.
'in' is the link.
(Other definitions for hot tub that I've seen before include "Very warm bath" , "Bath large enough for several people" , "Spa feature" , "bathing facility" , "Jacuzzi" .)