Yeah, I think all the incense sticks that i've used are with a stick.
The reason I asked is because I have some indian incense at home and when they burn, the smoke stings my eyes. So I have to ventilate well, but then I don't smell much anymore.

Supposedly, the japanese incense (more specifically Kōdō incense) is supposed to burn cleaner and have less strong smoke. They are usually also very consistent.