First of all I have to say that there are two ways
(or maybe even more !) to simulate Subsurface scattering.

You could use a real material-volume-shader and a few sampler/light-info nodes and a lot of time for tweaking
and tuning !
pros: maybe a better look
cons: very slow, new calculation for each frame, complex setup

So.... 'I did it my way !'
and this one is pretty fast and easy to setup !

The idea :
Take an empty bottle and a cigaret and blow some smoke into the bottle.
Then take the bottle and hold it under a bright halogen lamp.

But see it yourself !