http://www.watchtower.org/library/w/2003/6/1/article_01.htm
Does the fact that incense is used in religious ceremonies and in spiritism mean that all incense-burning is wrong? Not necessarily. Perhaps a person wishes to burn incense as a fragrance in his home simply to enjoy its pleasant aroma. (Proverbs 27:9) Even so, in deciding whether to burn incense, a Christian should consider certain factors. Would others in the area where you live associate the use of incense with a false religious practice? In your community, is incense often associated with spiritistic rituals? Or is it commonly used for nonreligious purposes?
If an individual chooses to burn incense, his decision should take into consideration both his own conscience and the feelings of others. (1 Corinthians 10:29) The words of the apostle Paul to the Romans apply. He wrote: "Let us pursue the things making for peace and the things that are upbuilding to one another. Stop tearing down the work of God just for the sake of food. True, all things are clean, but it is injurious to the man who with an occasion for stumbling eats. It is well not to eat flesh or to drink wine or do anything over which your brother stumbles. Romans 14:19-21.