I like to take a vanilla pod and place it in a pan of water, then put it in the oven on low heat. Mmm.
I use joss sticks from a company called 'les encens du monde', but you can buy them on a website called 'simplyincense' and some herbalists shops carry them. They even make a smokeless one.
For readymade oil mixes, I prefer a company called 'Abbey Botanticals', also doing business on Ebay as 'The Druid's Keep'. EXCELLENT product at amazing value.