There is really no way to know how far back the concept of smudging goes.  It can certainly be traced back to very early Native Americans on this continent.

It was, and many would say still is, considered to be an extremely efficient method of self-cleansing and purification and is accomplished by immersing yourself in the smoke of smoldering herbs.

The most common herbs for this purpose are sage, cedar and sweetgrass but once again there are as many combinations as there are people to ask.

In this case the variables are more matters of choice.  Since the goal here is to purify your own spirit rather than effect an outside entity or influence, your preference is what matters most.  Many people have certain herb related scents that they find particularly soothing or relaxing, and if you’re one of those people then you already know the herbs to use when creating your smudge pot.  Like so many other aspects of this field, Smudge Pots can vary as greatly as those who use them.

You simply light the herbs and let them burn for a short period of time.  At that point you blow out the flame.  The
herbs/ashes will smolder and create quite a bit of smoke and you should fan the smoke across your body.  Try to get
as much of your body as possible, your underarms and the bottoms of your feet for instance, and make sure to turn so the smoke floats over your back.

As I said earlier, this is a self-cleansing method.  The result is entirely within you and is determined by your sense of well-being.