Welcome to the world of catalytic fragrance lamps - I bought my first one about 2 years ago, and I love them. So much better for scenting a room than candles.
One of the things you might want to try is making your own fragrance fuel. It is very simple and you will save hundreds of dollars a year if you can find a fragrance you really like. I have only purchased one bottle of Lampe Berger fuel (Borneo Teakwood). All of the rest of the fuel I have consumed over the last 2 years I have made myself...because I am really picky about this stuff.
To make your own fuel, you need a bottle of 91% (NOT 70%!! It won't work) isopropyl alcohol (I buy mine at CVS - 32oz for $3.29), a disposable pipette with at least 1/2 milimeter markings, and a 15ml (or more) bottle of quality crafters fragrance oil in your desired scent. If you want to make smaller quantities of fuel than a full bottle at a time, you should also get a digital kitchen scale that measures in grams.
Here is all you have to do: put 9.5ml of fragrance in the 32oz bottle of alcohol, shake it thoroughly, let it sit over night, and then use.
You can adjust the amount of fragrance depending on how strong you want it, but I find that 1ml fragrance/100ml alcohol is a good starting point. The most potent oil I dilute down to 1ml/360ml, with many landing around 1ml/150ml.
If there are mainstream fragrances that are the same idea as you would like to fragrance your home, you can probably find a crafters dupe. So if you love "Opium" or "Angel" or Chanel No. 19, etc..., chances are you can find a reasonable facsimile in the crafters market. SaveonScents.com is a good place to start for those. They have a lot of choices, but the accuracy varies from one oil to another. Some are really dead on, others are ghosts of the idea, and still others miss the mark entirely. And not every fragrance makes a good Lampe Berger fuel. You just have to test.
For winter, my current favorites are a dupe of Un Bois Vanille from Daystar Candles. com, a dupe of Molton Brown Black Pepper and a dupe of Costes that I get from Sweetcakes.com, a dupe of Donna Karan "Black Cashmere" that I get from SaveonScents, and then a whole host of scents that I blend myself using a combination of different fragrance oils that I found lacking individually, but when blended with other complimentary or contrasting fragrances have found new, more complex and interesting possiblities. A great example of this was a blend of "A*Men" that I made where I emphasized the coffee element a bit more to make it less "personal" and to make it more about the scent of a place.
I find that sweet and deep fragrances tend to work better than bright, light, water-y fragrances, although one favorite for summer is a Bobbi Brown Beach dupe. The heat of the lamp tends to shift the balance of a fragrance in some unpredictable ways, so you can never be quite sure whether something will work out until you try it.
If you are feeling adventurous, you should give it a shot. It's not complicated, you can create a scent just for yourself, and you will save a lot over branded fuel.
PS: You can also try your personal fragrances as the scenting source of a fuel. 10 sprays of personal fragrance into an empty container per 10/15 ml of alcohol is a good place to start. Shake, let it sit overnight in a bottle with the cap on tight, and test.