Making a Convection Box
Use an existing rectangular glass fish tank and cut a section of wood to fit tightly on the top. You will need two, clear-plastic tubes. Cut holes for these, one each side of the lid. Make sure the fit is tight. Fit the ends of the tubes into the holes. Seal around them with caulk if the seal is loose.
The Experiment
Light a rag, oily rope or incense stick and place it under on the bottom of the tank beneath one of the chimneys. Notice how the smoke rises directly upward through the chimney. Now light a candle and place it on the bottom of the tank beneath the other chimney with the rag still lit. Notice how the smoke is now drawn across the lid to the other chimney and goes out through there.
Explanation
Warm air rises because it becomes less dense when heated. This allows, cooler, denser air to push down underneath, causing it rise. The candle is heating the air above it causing air to rise up trough the chimney. Cool air will come down through the other chimney to take the place of the air that is rising. This is a convection current and this is what is drawing the smoke through the box.
Further Investigation
To extend the investigation you can try various things. First try putting the box in very warm and very cool environments and seeing how this affects the air flow. Secondly try using a spirit burner that can be carefully adjusted. Try the experiment using a gradually weaker and weaker flame and see if this speeds up or slows down the current.