“O Lord, let our prayer be set forth in thy sight as the incense, and the lifting up of our hands as an evening sacrifice.”
As a high churchman, I believe the use of incense helps intensify worship. The smell of incense creates a more sacred atmosphere for prayer and worship. Like sacred music, the smell of incense stimulates the senses and puts me in a better place for prayer.
I prefer to worship at churches that use incense, and when visiting churches in my travels, I will seek out the smokiest of churches (i.e. Church of St. Mary the Virgin in Times Square, New York City).
At home, I typically burn incense for Evening Prayer or Compline when I feel I need a little bit more to focus me in prayer, when I feel a need for a bit more formality, or a special occasion.
I have tried types of incenses as well as different blends of incenses. I now exclusively use resin incense burned over hot charcoal in a thurible. I use mostly frankincense or frankincense heavy blends.