The choice in fog fluids is almost as wide as the choice of fog machines themselves.
A brief overview:
E-M Fluid
This fluid generates a medium-density which remains for sustained periods. It is ideally suited to lighting design focussing more on the colours and not the fog itself.
E-Fluid
This fluid is very similar to E-M fluid, but the fog is a little more dense.
E-C Fluid
The logical next step after the e-fluid. This fog remains significantly longer, and it is more dense as well. This fluid is suitable for large-scale open-air concerts, too.
E-HD Fluid
Fogging without compromising! This fluid generates the most dense and longest-sustained fog. This fluid is ideally suited for large-scale open-air events, too, but should only be used in machines with powerful engines. In machines with insufficient power, fluid residue may build up, which would damage the machine.
Fast-Fog
This fluid is used most often in theatre productions that require large clouds of fog that do not dissipate quickly.
When you buy a higher-quailty fog machine, you'll often find that the manufacturer also offers a range of fluids custom-made for that machine.
These fluiids vaporise at precisely the temperatuire the machine's heating exchanger achieves, which results in more visually attractive fog.
ATTENTION
Using the wrong fog fluid can seriously damage these machines!