I got a brass censer today for use with loose incenses, as well as bags of frankincense and myrrh resins. I’m pretty excited about it, but I didn’t really know how to use it (with the grate curved downward, with or without sand, etc.). After googling for a bit, I lit a charcoal and dropped a tiny rock of frankincense on the coal after it lit. It smelled much different than the sticks I’ve been using, but still pleasant. More notable, however, was the sheer amount of smoke it produced, and how much it kept producing for a good ten or fifteen minutes.
I go to get a drink from the fridge, and I come back to my room hazy and stifling as if someone was hotboxing it at a party. I also left my closet door open, so now all my clothes smell of this stuff. How lovely.
Lesson: open your damn windows before trying anything involving the words “new” and “burn”.
The Digital Ambler 
Haha! One piece of advice I received WAAAY back in the day as a fledgling Wiccan was that, when it comes to loose incense on charcoal, a little goes a long way. As time went on I found this especially so with resins of any kind. With incense compounded from herbs it hit or miss. For example, some uncrossing incense I made during my big uncrossing operation barely smoked, so I had to frequently add more. Then again, I used powdered herbs for that…
One thing I’ve been meaning to try with powdered herbs is making little pills out of honey. Burnt sugar smokes a lot. I prefer to have lots of smoke in my rites. Sometimes I scry patterns in the incense to get a sigil related to the working, and there’s just something really cool about the effect. More info on the pellet methods here: http://incensemaking.com/incense-pellets.htm