Open windows, no. 1. Even on the coldest day, I still open all the windows for a few minutes each day, usually in the morning.
Candles. I use beeswax ones. Lovely, low key smell. Not chemically at all and no petrolatum or other such ingredients. I buy beeswax sheets from a local farmer and cotton wicks online.
Oil burning. I make my own mixes. Now that we have a newborn, however, I only burn lavender oil mixed w/a carrier oil - I use grapeseed.
A vanilla pod in a casserole dish of water. Place in the oven under very low heat.
Pour some vodka into a clean spray bottle. Add a few drops of your fav essential oil. Instant air freshner w/o all that chemical crap.
I HATE having a smelly house but I also hate all those Glade fake crap type things.