For convenience, I find Tom's Incense
to be a great place to get a whole range of quality incense... I've ordered from him a number of times and it's always been a good experience. It looks like recently he put his store onto Amazon...
Also a good resource for learning about new incense is http://olfactoryrescueservice.wordpress.com/
As for my own recommendations, I am by no means educated in the world of incense, but I do have two perennial favorites:
the first is a lower quality sandalwood based stick from Shoyeido... Kyoto Autumn Leaves (in their 'daily incense' series)... is nice and cheap and should have little in it to worry those opposed to burning pieces of endangered trees... it has a delicate and understated earthy sweetness, a curiously japanese scent.
The second is an aloeswood from Baiedo... kaiunkoh. It's relatively affordable for a finer quality incense... it has a very elegant and dry scent.
There is a previous thread on incense recommendations here:http://www.teachat.com/viewtopic.php?f=11&t=12305