Many people are comforted by the cleansing of a home or protections and how we go about these is exceedingly personal. It's always best to consult your own belief system. Utilizing sage for someone who is a devout Catholic is not going to be effective anymore than utilizing a priest's blessing and holy water will help an agnostic.
Ideally, you design your own custom protection/cleansing and it must be symbolic to you, believable to you, comfortable to you, and feel renewing and protecting overall.
Think in terms of customizing your cleansing and protection to suit you:
What symbols are precious to you? Photos of loved ones? A star? A cross? The Bible?
What sounds speak to you? Singing hymns? Mantras? Ringing Bells? Chanting? Bamboo windchimes?
What features have an effect on you? Family heirlooms? Bright colors? Bright light? Incense? Crystals?
What idols/figures make you feel safe? Mother Mary? Green Man? Jesus? Angels?
What motions make you feel guided and powerful? Prayer? Sprinkling of holy water? Magical circle? Burning sage? Waving a hand fan?
Now, consider too that some things may seem opposing, such as you like the sound of a Tibetan bell, but you want holy water, a Bible and crystals. There is no right way to do this and we are not all one thing or the other. We are touched by many diverse influences. It must feel comfortable to your senses and your sensibilities.
The key here is that it will not work if you do not believe and feel the power of it as a collective.
We have to believe in the method and we must have that energy behind that belief, like "The Secret," we must focus it for the outcome we want, which is the basis of pagan magic or Christian prayer - we must have intention, visualization, and actions and it comes together in manifestation.
For those who sage, the most popular practice is to light the sage in the rear of the building wafting the smoke around all corners of the room, leading into the next room and the next room, as if shooing away bad intent until you reach the front door where it is held open to guide the smoke and the negative energy out. Many report a feeling of a hot wind blowing over them when it makes its exit from the dwelling. This is a good sign.
When I felt uncomfortable in my home, I took the sign of the pentacle - a star within a circle - and drew it on the top piece of ornamental framing around every door in the home. No one could see the star drawn on the wood, but the symbol to me was a talisman that nothing of ill intent would pass by. I kept each doorway protected from passage by negative energy.
I had a friend who took and printed out many copies of a photo of her beloved grandpa. He had passed on when she was a teen, but he had always been strong, a great guide, and a wonderful protector. She believed having his photo in each room kept him watching over her and her family.
If you have a belief in the Bible, leaving one open in a particularly troubled room is a good start. It opens up your belief, those words, that intention so that its a beacon of positive intent.
I can't tell you how many people I know have had had their homes prayed over, blessed, saged, and still have issues. In such cases, there can be only two assumptions made - one, is that the people have issues, not the house and the house was never the problem, or they used methods that did not sing to their personal feelings of "protection," "goodness," and "renewal." The people residing in the home are the catalysts for all ceremony and symbolism. The positive belief in efficacy and protection creates a powerful energy that drives away all doubt and darkness.
Feng shui is a practice of placing things within a home to optimize good energy, negate bad. This is very much like the principle behind cleansing/protecting a home. We have places in our house where we tend to argue and those areas people don't feel comfort in. They don't want to relax or sleep in that place. The residual collection of bad feelings is unsettling. Conversely, happy places are attracting. So, the process of cleansing or protecting a home is passing positive, healing energy to areas of the home and making them comfortable and receptive to more happy moments and memories atop of the good. This is powerful stuff. I had a house that I dowsed and wherever the rods crossed were the areas they had bad things occur from sickness to accidents, arguments to near-death. I had them sit every day with their photo albums, play happy music, and flip through pictures and think about the love and the happy memories while situated in that spot. After one week of daily sessions, the rods did not cross and the people in the years since have never had one issue or moment of craziness or negative things occur in those spots. In fact, the rods still do not cross in those areas.
"Confessions of a Feng Shui Ghostbuster" by Anna Maria Prezio
"Sacred Space: Clearing and Enhancing the Energy Of Your Home" by Denise Linn