Candles - fire hazard, incense - yuck. How about something like Scentsy...but watch out for strong scent no matter what your choice because some people get migraines from anything with a strong scent be it perfume, candles, incense or warmers.
Strawberry Alarm Clock sang a song called Incense and Peppermints, probably before you were born, but maybe your parents will remember it.
For my money, I would favor incense because it doesn't create a open flame hazard like candles and the aroma is more intense and as private says, candles create soot.
Breech the subject with your parents by asking if they remember the song Incense and Peppermints and mention the band. They sang it in 1967 and more info below. They will be perplexed how you would know. You tell them you are always interested in what listened to when they where young. Then ask if you can have some incense in your room and to share with your mom when she wants to relax in the bath. You only need to convince mom. She will work on your father.
Good luck. If you can find the song, give it a listen. You might like it.
Candles are suitable for you.
Candles do leave a black residue on the walls and your pictures, etc. Insense is a tad strong and smokey, if you don't mind that...I would say my favorite is the sprays at Bath and body works they are strong too. so I barely spray it in eeach earea and it lingers a very long time....like sandle wood or citrus sage...hope I helped
Incense is better in my point of view. It gives you fragrance as well its safer from fire.
try google it also
candles or incense? like pros and cons for both and how to convice parents