For me, it's usually on my room's floor just because that's where I'm most comfortable. Also: tables in nightclubs, the floor in a quiet spot in Border's, restaurants late at night, outdoors on the ground, outdoors on picnic tables, tables in tour buses, pretty much anywhere there's room to spread out the cards.
I'm not one to be given to elaborate ceremony for readings. I just have my sitter shuffle the cards and we go. The incense at home is incidental because I'm usually burning a stick of sandalwood at any given time.