Orange peels, water, a teaspoon or so of vanilla is nice too. If you're nervous about leaving something going on the stove unattended, there are little crock pots that are safe for this. I leave mine covered so the water doesn't evaporate as quickly, the smell still fills the whole house nicely. When we had a wood stove, I left a pot like this on the wood stove every day.
Making your own natural air freshener is a nice inexpensive way to get toxins out of your home. There's nothing good in Febreez or PlugIns or artificially-scented candles (fragrance oil is artificial).