You take a baking sheet--the kind with a rim--and line it with aluminum foil. If you have a metal baking rack, you can put that on top. That's what I do, but it works either way.
Arrange bacon directly on the foil or on the rack. Put the baking sheet in a COLD oven. Turn the oven on to 400 degrees. It'll take 15 or 20 minutes to cook; keep an eye on it. When it's done, remove from the oven and blot the top of the bacon to remove extra grease. You might also want to use a spatula to make sure the strips don't stick.
I'd known you could do that forever, but I didn't try it till about a year ago. It was a revelation. NO smoke. NO smell, except for the smell of bacon. NO mess. It's just perfect.
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