Where to start ...
Declutter and clean the space first.
Open all the windows.
Set your intention ... just say a few words about what you want to achieve and as you move around the space, just talk more about that.
Hold something fireproof underneath the burning sage as you move about, to catch any falling bits.
That's in a very quick nutshell. Yes, it works. Yes, you have to do it often ... every time you return to your house after being somewhere, you're bringing others' energy with you. If people visit, they're bringing their and others' energy with them.
I like to make my own sage and palo santo bundles and add wild flowers from my garden to make the whole experience more personal. There's a wealth of information online about how to do that.
Just a suggestion - you could buy a bell and clear the energy that way with very little effort - again, set the intention and just ring it. There are also many tools sold by new age shops designed to do the same thing.
If your space is particularly bad as a result of an incident or longstanding resident, I'd suggest you get someone in to bless it. Most new age shops would be able to recommend someone who does this.
Edited to add - in case this is helpful: In my younger years, I used to buy a lot of secondhand / pre-loved things ... hardly anything pre-loved as I've always been a bit sensitive to others' energy, so usually things that were sold as 'new, no tags but never worn,' or 'new, with tags.' Anyhoo, for a while there everything that could have gone wrong in my life did. I just could not explain it. By sheer luck I happened to meet a woman at a young class who told me there was something very, very bad in my house that I had brought in which was causing all this bad luck. I really struggled for quite a while to pinpoint what it could be, then - through a fair bit of card reading and pendulum work - realised it was a pair of boots which I actually had a ba0d feeling about when I bought them but chose to ignore my inner voice in favour of getting them for such a huge bargain. I just ended up throwing them in a box at the bottom of my wardrobe, never wearing them, but there they were. I burned them - very conscious of not passing on any of the bad luck to anyone else - and finally things returned to normal. It may sound crazy, but "things" definitely hold onto energy and you have to be very careful about where and who you buy them from.