On a very rare occasion I'll light one,something about them just makes a lone session much more relaxing
When incense is available, and I'm at like a chill party place or indoors without fear of being busted, than hell yes with incense. My personal all time favorite is Nag-Champa, Satya Sai-Baba brand, the blue box. it smells so great, and playing with incense smoke is super fun when you're high. on one of the first bamboo bongs me and some buddies made, i drilled a hole in the platform base for incense sticks.
Just so you know, long term exposure to incense raises cancer risk. http://www.livescience.com/health/618716.html
that's the first i heard about it, so i checked out the article. kind of scary but today EVERYTHING will cause cancer, so I'm not to worried.
yeah, I love incense. whenever I burn at home, I use it. and lots of candles. I love different smells.