For tips info see www.incensemaking.com/ and see also
www.scents-of-earth. Amazon has some books on making incense but not all are about making magickal incenses. Standard incense recipes can be adapted for magickal use just refer to the correspondences for the used herbs, spices, resins, woods.
The basics/supplies for making your own incenses can be bought at online shops www.mountainroseherbs.com/ , www.azuregreen.com/ and www.baldwins.co.uk/
The oriental/asian grocery shops sell also spices like star anise sometimes packages are quite big so you might split/share with someone else who also makes incense.
Some older herbs get dry woody stems like mugwort or older lavender and rosemary bushes these you can also use for incense