Is there any other way to charge them?

I usually do all three.. I rinse them with cold water, sage them and put them in the sunlight! Works like a charm for me..

[TheLightB4U]

How does burying them work? and using what type of incense?

[miss_vanora]

I've found that any type of incense with purification properties works forme but I know a lot of people prefer sage.

Originally Posted by Beyond

All beings are in infinite ocean of energy called qi, prana, etc. By touching or keeping them close to body is enough for them to work.

I completely agree.
Crystals do not typically suffer the same effects of the human condition. However, if one believe they must purify them, then they may simply sit down in silence with their crystals and call forth healing Light to cleanse them and raise their vibration. This should come naturally if you're familiar with Reiki, or violet flame practices. Using sage is another alternative. Remember, avoid succumbing to limitation; if you do not want yourself or your crystals to be affected by negativity and lower energies... do not give such darkness the power to do so.

The true reality is Love and Light. Crystals are physical manifestations/anchors of these radiant, uplifting energies and therefore transcend lack and limitation.