Shutter speed. It's one of the most under-utilized functions of the camera when it comes to creating visually unique images. With so much emphasis being placed on using the fastest shutter speed possible to avoid "camera shake" and a resulting blurry image, people forget to just stabilize their camera and take advantage of using a slow shutter and the creativity it allows.
Here in Colorado, there's no shortage of beautiful creeks, rivers, amd cascading waterfalls to experiment with slow shutter to get that "misty water" effect. They are they are the perfect subject to practice this method, and it's easier than you think...
First, grab a tripod, it's very difficult to make a decent slow shutter photograph without it. Any tripod will do, as long as it completely stabilizes your camera. However, I do recommend investing in an aluminum or carbon tripod with independent legs, one that has the ability lower down to ground level (comes in handy when shooting macro shots of flowers), and one that can raise to eye level without having to wind up an extension (lessens stability).
Now that your camera is on a tripod, frame your shot! For this image, I picked a spot alongside the river, looked through the viewer and framed it up so I had some good whitewater and rocks in the foreground, and my eye was led into the back of the frame by the water. The ideal camera mode to use is Shutter Priority (S or Tv), letting you choose the desired shutter speed and the camera doing the rest. I dialed the shutter down to 1 second, letting the camera choose my aperture of f/22. Shooting with long exposures during the day is great because it will automatically give you small apertures (the larger numbers), and hence better depth of focus in your image. Also, make sure your ISO is set to it's lowest setting (100 ISO in this case). This will allow a longer shutter exposure.
I also had a remote shutter release which is necessary to keep your hands off the camera when pressing the shutter. If you don't have one, just use the 2 or 10 second self-timer function on your camera so your shutter releases hands-free (you can use this method up to a 30 second exposure). Experiment with shutter speeds from there. Try .5 second, 1 second, then 2 seconds, and so on until the desired water effect is acheived. At some point your camera will reach its limit on aperture, and you can override this by switching to Manual mode and try overexposing past what the camera recommends. Be careful not to overexpose too much or you'll lose detail in the whitewater. If you want an even longer exposure, you can use ND (Neutral Density) filters in front of your lens to trick the camera into thinking its darker.
Canon 5D MKIII
Canon 24-70mm f/2.8 L
1.0 seconds at f/22, ISO 100
Focal Length 24.0mm