The secret to photographing steam is having a black background and light from the side.  Place your camera on a tripod is helpful as well.  A teapot that continually produces steam is a easier to photograph than a steaming cup of coffee or bowl of soup that cools quickly.

The crop on my photo is a little tight because I did not have a big enough dark background, but I think you get the point.  Give photographing steam a try.  Hopefully it won't leabe you needing to blpw off a little steam yourself!