Bill,
it sounds like we are making some good progress. Let's talk about the radio that almost works, first. Because you have several radios, you can probably come up with one set of working tubes. All five tubes except the OZ4 have heaters and they should be warm or hot to the touch. To check the heater in each tube, pull the tube out first. Next, look at the circuit diagram and locate the two pins marked on the diagram as "H". Using your ohm meter, take a reading between the two pins. You should get a low reading of a few ohms. If you get an open reading, the tube is burned out. You don't need a tube checker for this. There are some more tests that we can do after you have five tubes that light up.
Regarding the radio with the smoke, this is typical of what happens when the capacitors get old and start to short. Not only will they sometimes leak, they will also cause resistors to burn or fail. The normal procedure in restoring radios is to replace all the capacitors from the start. Here is a link to the supplier I use for capacitors, and also schematic diagrams.
http://www.justradios.com/
