I use resins on occasion. I like them better than sticks or smudging, though it is a bit of a learning curve to get the burn properly. Anyone can burn charcoal and place resin right on the hot coals, but to get the slow burn (which seems to be the best result for my taste) takes a bit of practice.... I'm still no expert.
If you do it right, you can get resins to slowly boil (rather burning in a smokey inferno). The smell is better, longer lasting and (best of all) smokeless. It's like burning a candle or heating oils, and the scent is perfectly natural.
The charcoal burns HOT, so you have to place the resin near to the coal rather than right on it. Some people burn Japanese style, meaning that they burry the coal in ash, and place the resin on top of the ash, but I haven't figured out how to do this without extinguishing the coal. At one time I found extensive directions online about this, but still couldn't do it. It (according to the site I found) is considered an art in Japan much the same way that serving tea can be an art. Not just getting the coals to burn, but mixing the scents to create an atmosphere.... I can certainly see that this could be an art.
Because the coal burns so hot, I use a metal censure, and I place this metal censure on top of a ceramic dish or piece of slate (or the metal feet will burn whatever surface the censure is sitting on). It is all very hot, and should be used with extreme caution. It is easy to forget that it is burning because (again, if you are doing it right) there is no smoke or other visual cue to remind you that you have something burning. Because of this, I think it's more dangerous than a candle- it is very easy to leave the house without remembering that you have left something burning.
Another caution: the charcoal fumes are poisonous if you buy just any old charcoal (please don't use the stuff you use for a barbecue!). Even if you buy the good stuff, I'm not certain that I would burn it in small rooms or rooms that aren't ventilated.
-tb