Incenses + Lure Modules = Swarms of Pokemon
One of the easiest tricks any player can do to catch a whole bunch of Pokemon is done by simply going to a PokeStop, using a Lure Module on said PokeStop, and then setting off an Incense in correlation to the Lure Module. This will attracts both common and uncommon, seen and unseen Pokemon to that given area, and plenty of them too. And the best part is you don't have to go anywhere. Just sit back, relax, catch, and watch your XP and Pokedex grow by the second.
(Lure Modules placed at high-traffic PokeStops usually only have Common Pokemon Appear. To get rarer Pokemon from both Lure Modules and Incenses, find a PokeStop away from any major city or town.)