Take a parabolic mirror and aim it at the sun. Put the end of a stick of incense in the focal point. The incense will smoke like crazy, giving off all the aroma at a fierce rate. It will, if you do it right/wrong, light the stick of incense, and you can then transfer the stick to a holder, where it will cool the heck off and give off a faint amount of smoke in a sulky little stream, which is no fun at all.
This idea is to make a widget that holds the stick in the mirror's focus, feeds it further into the focus as it gets consumed, and that uses any of several sun-tracking methods to keep the whole thing oriented. And never take the stick out to put it into a weeine little holder to smolder by itself.
The incense is the rectangular core-less sticks pressed out of paste, about six inches long, not the foot-long sticks rolled around a bamboo splint.
The engineering is trivial, but some folks may prefer balance tanks to solar cells and electric motors. Some versions could have a spring to feed the stick into a tiny metal cup at the focus, others a sensor and a motor.
Keeping the smoke from gumming up the mirror can be done by making a flatter mirror with a longer focal distance.
(I found a box of incense sticks just after I accidentally broke a flashlight, on a very sunny day with no matches available. I had spots before my eyes for the rest of the day.)-- baconbrain, Jul 25 2010random, halfbakery