Can I replace potassium nitrate with sodium nitrate in a smoke bomb? A very famous experiment goes like this:

$\ce{KNO3}$, molten wax and sugar are mixed and later burnt; the resulting mixture produces quite a lot of smoke. 

After hearing about the experiment, I threw in the idea, "What would happen if $\ce{NaNO3}$, or other alkaline compounds were used instead?". However, the teacher wants us to be sure that the building doesn't explode. So here I am. Has this experiment been attempted before? What would happen if it was used?

Here is a link with the smoke bomb experiment.
In pyrotechnics, $\ce{NaNO3}$ is normally avoided because it is very hygroscopic. 

With dried $\ce{NaNO3}$, the effect should be identical.

In any case, the usual safety rules apply!