The culture of incense and tea have been deeply intertwined in many parts of the world since ancient times.
In Japan in particular, you have kodo (the way of incense) and chado (tea ceremonies). There is something about burning some quality aloeswood incense alongside an oolong tea together, which seem to produce tranquil feelings within myself.
In fact, some tea aficionados in Asia consider the incense to be just as important as the tea in their ceremonies. It is said that the scent of incense can actually influence the taste of tea.
There are many incense schools in Asia such as Da Xin Tang, a Taiwnese school founded in 1916, who can teach many of these old practices in a traditional fashion.
I personally love to burn aloeswood incense with aromatic oolong teas, using a gaiwan or some similar alternative.