i can't take pictures of a tut tonight, maybe tomorrow i can rustle one up ? it's pretty simple though. there's also a link somewhere on the USGW site, let me look for it...
in the meantime, you can also use like topknots from chaos marine heads for flame / smoke effects, just chop it off and glue it to the front of the weapon.
for the GS, there's a motion you kinda work out: if it's like a head or something, or whatever, wrap a "showercap" conical shape around it, work it into a nice relatively flame-y shape, get it nicely affixed onto it, then carefully pick at it with a pin or needle. and by pick i mean jab the needle in, then carefully work it out of the GS vertically [ie, drag it towards the top of the flame] and simply repeat it a lot. :] eventually it should look like this:
:] cheers !
-ant