Hi folks,
I just posted about how to add fog to your LPP or deferred pipeline, using the depth buffer+fullscreen quad to achieve the effect. Feel free to download it and use in your projects, the sample code also incldes cascade shadow maps, LPP, light shafts, etc.
See ya!
-J.Coluna

http://jcoluna.wordpress.com/2012/11/06/xna-adding-fog-in-a-lpp-or-deferred-pipeline/