If you do not have an actual incense burner you can improvise with things around your house.
If you are burning self-lighting powder incense or cone incense then you can try a ceramic tile, a large metal lid, a tuna fish can or a similar flat, fire-proof item.
If you are going to use burn incense on charcoal then you can try a old small pot or pan. You can also try a metal can, such as a tuna fish can. However, I would recommend you place this in a ceramic bowl of sand or salt so that it can absorb the heat. Remember to show caution.
If you are burning stick incense then the best way to burn this and especially if you keep an altar is to get a decorative bowl and fill it with salt or sand. Then you can just stick your lighted incense sticks in the salt or sand and the bowl itself will collect the ash as it falls. This is actually an Asian trick. I've been told that some Asians will even use a bowl of dry rice instead of sand or salt. Once you try this method you wont' ever bother with the flat wood stick incense burners that do a horrible job of collecting the ash.