Check church supply stores. Most large cities have one, and there are several online.
Using a thurible is complicated, and you can burn your house down if you are not careful. Try for simplicity-- the more chains, the more chance of accidental spillage. The single ‘tea ball’ type is easiest to use, and less likely to smoke-up your house completely. You will need charcoal impregnated with black powder, the actual incense resin, a boat and spoon, a rack to hang it on, a pair of tongs, and some sort of metal surface on which the place the burning charcoal while getting them going.
That being said, you can likely find a cheap incense burner in an import store.
The charcoal is available in church supply stores, each individually wrapped in foil so it stays dry in storage. The boxes of unwrapped charcoal are cheaper, but they go bad fairly quickly unless you transfer them to a tea or biscuit tin for storage. Be careful, because they break and crumble easily.
Some of the resin smells really nasty. Sniff it before you buy.