Burning herbs is a sacred practice used for prayer and purification that is respected in most American Indian traditions. Mountain Rose herbs sells whole leaf white ceremonial sage, sweetgrass braids, and other aromatics that are ready made for smudges.
Mugwort, bergamot, mints, yarrow, bearberry and tobacco (not from cigarettes!!), make all be used to good purpose. Experiment with different aromatic herbs to find the combination that speaks to your spirit.