These things are just plain cool. High-powered piezoelectric (ceramic) discs vibrate like speakers at something like 1.7 MHz (far beyond what we humans can hear at 20,000 Hz), and cause water to break up into small molecules which hang in the air - and thus, misty fog!
The power supply for this thing is 48 Volts at 4.5-4.8 Amps.. this thing draws a decent amount of juice, but it's totally worth it for this Hallowe'en party I've got planned. ;)
For anyone interested, I got this online from mainlandmart.com - they make a variety of these fogger things; I went high-end, but you can get single-jet units for $20-something.