I've found fire works most of the time.
Fill a small bowl with sand. For incense pressed into a cone, etc., just hold the tip to the flame and blow out the flame. Set the incense in the center of the sand and that's it. Light stick incense as Montana described and then put the wooden end down into the sand holding the incense upright.
Why spend money on something fancy, when sand is free?
With stick incense, turn off the lights and wave the stick about to stink up the room and put on your own light show.