We love to burn incense around The Lawrence home (well, a very specific type of incense). If you ask Hunter I am very particular about what type I will let him burn. My all time favorite is anything from this brand. It’s the only kind I will allow in the house.
Now down to what I use to burn the incense in. I had a concrete bowl that I got at the RoundTop Antiques fair in Texas(similar here) and just filled it up with either sand (if you are fortunate enough to be by the beach) or this decorative sand and then you are good to go!