A big difficulty in some missions is that some chaos marines are in defensive position behind barricades/walls/cover and do not really move.
This means they are harder to hit, and because they don't move they have no accuracy penalty and can overwatch shoot your marines to death.
It's where smoke grenade/missile should play a role, allowing your troops to close distance (so they can shoot from closer and so not get so much difficulty to hit) while the CSM will not shoot them at full accuracy while you're trying to approach
That's true, but beware of such a double-edged sword. In most cases, it's hard to estimate the actual impact of smoke clouds on enemies hiding behind something. Those clouds can hinder shots (decreasing Ballistic skills) by 25%, 50%, 75% or 100%, but it's hard to judge in advance. And troops which may seem on the other side of such clouds might still able to open fire with little difficulty on your marines because of a particularly favorable angle or a higher vantage point. Soon or later, you will take a shot or two which seemed impossible at first...
This kind of tactic is made even trickier by a simple fact : as long as enemies really can't hit you, it usually means that you can't hit them. And, provided Overwatch stances have been properly set by both sides, as soon you'll move out of your (smoke) cover, guess who'll get fired at first ? Which may seem a reasonnable risk to take from time to time, but, as your campaign goes on, as the Ballistic skills of your opponents rise and their weaponry improve, you'll soon face situations in which even an experienced marine's head can get chopped off by a single mistake like that.
This limits, in practice, the use of smoke clouds to 1) Turns during which you're only on the move, as a mesure of extra-safety, by covering with smoke the path you're about to take ; 2) Defensive (or desperate) maneuvers to avoid getting shot at during the enemy Turn, by throwing a grenade or two on a given team with its last Action points ; 3) Offensive blinding measures not meant to kill anyone, but only to seal (completely) a few units' line of sight - or snipers' on the other side of the map -, with then (obviously) no hope of harming then either.
Don't count too much on smoke clouds : they certainly have their use, but, in practice (once again), they're quite the risky double-edged sword and you'll find (with time) more reliable ways to spend your Turns in most cases. If a given marine can't fire with enough precision on a target which absolutely has to be shot down (and not circumvented or attacked at close range, for example), how about trying to destroy your opponent's cover first - when it's barbwire or barrels for example -, using indirect damage (through blast radiuses) by targeting a spot next to it, or retreating to the furthest reachable point to fire at him with a long range weapon (taking as much time as needed) ?
There's also another way of using smoke clouds which shares this kind of efficiency and risk ratio... Since all effect durations, at least those of your own weapons and spells, are checked at the end of your opponent's Turn, there's no risk (at all) of being stripped of your smoke cover as he's about to act. So you can abuse of this by setting clouds in interesting positions and entrenching yourself into them while waiting for the effect to wear off. No need to come out of them to fire at those fortified positions you were scared off... Once the clouds start to dissipate, you'll have one Turn - or rather, one shot - to fire before the enemy can react, even with Overwatch stances readied against you. Now, obviously, you'd better then hit those troops (to shock them out of their Overwatch stances) and not have to move by a single step before doing so, or you're in for a beating... So it's still quite risky.
Lastly, regarding shooting accuracy, keep in mind that normal (usual) moves don't hamper any unit's ability to fire. Second edition rules were not really followed on that point. Only by running do troops suffer the (fixed) -30 malus to their Ballistic skills. But running, on the other hand, does slightly decrease the Ballistic skills of anyone firing at the said troops. Which could be seen as an incentive to make bold attempts, if the malus wasn't quite small - it's hard to extract out of the game's files, but it seems to replicate the second edition rules on that matter, which means -10 points - and neglectible as soon as you'll starting facing experienced Chaos Space Marines. So don't expect lowered accuracies from your enemies after you've seen them move a bit... and don't run for the sake of it. Except if you only have (Mighty) Heroes, which, in the base unaltered game, had such incredible Ballistic skills that the malus didn't meant much anymore...