Just to catch up with @Kaputnik
Steam was white
Sorry to be pedantic but it's the condensing water vapour that's white ;)
I was wondering what, if anything, they do to mitigate the effects of the sooty smoke when Tornado and the likes stop at Waverley?
Apparently good-quality Welsh steam coal shouldn't produce too much soot. That's the sort of thing you want to burn in your steam engine to keep it performing well. As an aside, getting access to reliable supplies of good quality steam coal is an issue for heritage railways as the UK coal industry continues to contract.
Can I commend the LMS training film "Little and Often"
A well fired and properly driven steam engine should be producing an exhaust which is clear for a couple of inches above the chimney, and then beginning the condensing process as a white/light grey fog beyond this. At rest there should be little more than a shimmer of heat coming slowly upwards, with the primary air and firebox doors closed down, and if the team is working together the boiler should not be blowing off, surplus steam - the exception to this possibly being in anticipation of a fierce climb or starting a heavy train, when the demands for power may well exceed the actual power producing capacity of the engine, and it 'borrows' by reducing the steam pressure. This was the huge mistake made when diesels were ordered to replace steam engines - you only get the specified power from a diesel but a good crew could tease well over 100% from a steam engine for that extra push.
In short a dirty exhaust is a sign of a bad fireman, and fills the smokebox with unburnt coal as well as sending hot cinders/unburnt coal showering across the railway, potentially starting fires, making washing dirty, and getting in hair and eyes. One condition which can also induce this, is when the engine is working hard (usually on a hill) with the regulator well cracked open and the blast pipe from the cylinders creates such powerful vacuum that the fire gets pulled through from the firebox. Experience with Tornado suggest that they have got this boiler nicely tuned as it seems to show no tendency to deliver this wasteful and embarrassing tendency.
Finally remember that just 6% (if you are lucky) of the energy being burned up in the firebox actually ends up pulling the train along - its the other 94% of din and heat which endears steam engines to their fans.