Moxa
/These little guys don't give off much smoke, and the quality of the moxa is high so the smell is good. I can burn 6 of them and the smell is pretty much gone in an hour.
Some of the websites that sell it want you to be an acupuncture student, but I think this one lets you buy them as a massage aid. It's a great way to learn the acupuncture points too. ($12 for 100).
Update: My half-wife Sarah said I should link to the list of contraindications for moxa. If you don't know what you're doing find someone who does to help you. Moxa is a wonderful aid for healthy people training martial arts.