Nippon Kodo makes some great incense, and its fairly easy to get your hands on their stuff here in the states. I love their Morning Star and Herb & Earth brands.
I've seen Morning Star sold in big boxes of 100 or so sticks, or just smaller boxes of roughly... 50, I think? My favorite scent in that line is Sandalwood. The big boxes run around $7, and the smaller around $3.
Herb & Earth is a very strong line of fragrance set on bamboo sticks, so the incense doesn't smell too... earthy? I suppose that's the term. One package of 20 runs around $3.
I want to give their powdered incense a try, but I'm waiting out until my B-day when I can afford to buy the supplies needed to burn powder incense.
Here's Nippon Kodo's site.
I also burn Indian incense when I can't afford to shell out the $$$ for Japanese. Satya's "Super Hit" and "Nagchampa" are my favorites.
I burn incense for practical and religious reasons. Practical reason, because the folks have three dogs and they smoke cigarettes, and I don't like anything in my space to smell like cigarettes or dogs.