We did actually use the sage, to "clear out the negative energy". Sort of a ritual that you go through every room and ask, aloud, for the room to be filled with positive energy. Then when you are meditating, you want to surround yourself in white light, if you are wanting to feel calm, you are supposed to picture blue or pink light (which is supposed to be soothing). They have the CDs of meditation music, which playing really softly in the background, is very helpful as well.
I, personally, don't like insensce, but you are supposed to customize your area to what relaxes you. If you like incense and it soothes you, then by all means, use them.