I love incense. I tend to prefer natural, earthy scents (sandalwood, sweetgrass, lemongrass, sage, cedar) and burn them whenever I can... I even have a selection of incense to burn at the bar where I work during my shifts.
But my hubby can't take the smoke, it makes his throat burn. So I bought an alcohol lamp, the kind with the stone burner (it uses a catalytic conversion to disperse the scent into the air)... A very well-known brand is Lampe Berger, but I bought a knock off, much cheaper and simply made, which I like a lot. I have a very good friend who makes a whole line of exceptional quality aromatherapy products, and she makes several for me... one or two for just the scent, and several that serve dual purposes for certain health issues (one for my migraines, another for my hubby's sinus problems, another for my insomnia). I mix the oils in the right proportions with 91% alcohol ($.97 at the Walmart for the alcohol, and the most expensive essential oil blends I buy is the migraine stuff at $9.50 a half ounce, which makes enough for two quantities which burn for 8 - 10 hours... If I bought the stuff already mixed, I get really nasty perfumey scents, and its $14.50 or more a bottle) and burn them all the time.
They disperse through the house better than room sprays, and the aromatherapy oils are amazingly effective. And they smell so incredibly good!
And since there is no open flame, they are pretty safe... The stone extinguishes as soon as there is no more fuel to burn, so if it fell, it might burn a hole in the carpet, but I'm not worried about it burning the house down. Four ounces of fuel burns for 8 - 10 hours. One of the things I like best about it is that I can burn pure alcohol with no scent added, and it works as an odor neutralizer. I didn't believe it 'til I tried it, but it works. *shrugs* I don't do it often, since I like the scents, but at least I know I have that option.