Yes, you are supposed to clean and consecrate your tools in ceremonial magick.
It is what sets them apart from ordinary objects, and imbues them with life.
You first cleanse them to remove any dirty, stagnant, or negative energy that is clinging to them, and then you fill them with whatever energy is required to fulfil your Will.
In EA’s book Evoking Eternity, for example, you consecrate your altar and tools every time you perform the Invocation of Omnipotence.
And in WoD, you consecrate your tools to the Powers of Darkness.
In demonoaltry, you consecrate and dedicate your tools to specific demons, or generally to the demonic.
You can choose to do a general consecration, like that in Works of Darkness, and Evoking Eternity, or a specific consecration like in the Golden Dawn where you create and consecrate a wand dedicated to the elements.
Pendulums, and scrying tools definitely should be consecrated before use. This increases their accuracy as well as preventing any unwanted attachments. Incense, however, does not need to be, since it is usually chosen and burned for its specific properties.
Scrying mirrors are usually consecrated to the Moon, the planetary body of magick and prophecy, or a specific spirit who specialises in vision, like the archangel Gabriel, or the demon Vassago or Astaroth.