I adore incense and it turns out it is very easy to make. I dont use sticks, I burn incense on charcol discs. This is for two reasons, firstly, the sticks have a binder in them, mastic or gum arabic and its not always a smell that I want to add, secondly burning loose incense in this way makes it very easy to make. All you have to do is use a pestle and mortar to grind the elements of the incense fairly small, 'wet' ingredients such as orange peel, cypress and pine needles, should be dried first (you can do this in a microwave if you are impatient)
As regards amounts to use, start by burning tiny amounts of each ingredient seperately, so you can see what you like the best, then use your intuition to mix them in a proportion to suit your nose. Be careful what you use to support the charcol. I use this little oak leaf pot with a seashell balanced half way down, the air space underneath prevents the pot overheating and cracking. I made this pot at a pottery class years ago when I lived in London. The easiest way to support the burning charcol is to put it on a bit of sand, or use a metal container.
This is a pic of a christmas incense, it has frankincense and myrrh (of course!) some dried orange peel, cloves and cinnamon. I boosted the orange a little with some sweet orange essential oil, but its a nice christmassy smell.