If the incense is too much for you or your respiratory system, you can get around the need for a "scent" in your practices by using warming oil or essential oils instead. Even fresh flowers work as a nice "scent" to put on your altar or to use in your practice. Depending on your path and how you prefer to practice, as well as your home situation, will depend on whether you would be better off with oils or flowers. If you have flowers nearby, they are the best to use, especially if you can grow them for this purpose. You can also extract the essential oils of the flowers you use and use them for different purposes.
Warming oil and essential oils are extremely easy to get a hold of, and can be found in places like Walmart, but they are fairly safer to handle than cheap incense, as they don't give off the smoke or the chemicals that the incense does. Essential oils used in a scentless warming oil or used in a small amount of water are perfect for use as a scent. Scentless warming oil is better, as the essential oil will sit on top of the water rather than mix within it, so it won't evaporate and scent the air as well.
I personally try to buy natural incense, however I use natural warming oil and essential oils far more often than incense, because it is more pure and therefore more "right" for my practice and path. What you do is up to you however.