There are many different types of incense that you can choose from. Some scents are more spiritual, while others are more for relaxation. You'll have to decide what type of scent you would like to experience and then find the corresponding incense for that smell.
A lot of cultures use incense during prayers and ceremonies. In the modern era incense has become less about prayer and ceremony and more about personal preference. Now incense is used for relaxation, to make your space smell nice and even to get rid of pests.
There is a wide range of incense to pick from a few examples are Indian Incense, Japanese Incense and Tibetan Incense.