The first time I ever tried changa I broke through... I've had borderline breakthrough experiences every other time smoking... I do believe setting to be a huge importance... Here's what I do:
Find a comfortable, quiet space where you will be free of distractions/surprises guaranteed (the forest usually works, just stay off of well-used trails).
Load up your device with changa (a bubbler has worked wonders for me), set it down in a safe place, then arrange the area you're body is going to be occupying, so that you can lie down comfortably, stretch your legs out, etc.
Pack everything you used to prep your device with (maybe not necessary, but I hate clutter...), and go for a walk about the surrounding area if you haven't already. Try to clear your mind and take in the space and setting. Observe the sights and sounds around you, come into the present moment and find some things about your setting to really appreciate (the fractal nature of almost every tree/flower/plant/bug, the vastness of the sky). Maybe bring into your mind an intention for your journey (I do this about half the time. Usually I get distracted by the beauty of nature and forget the intention).
Take some deep, intentional breaths, do some stretches/yoga/meditate, take off your shoes if it's warm out... Touching the ground with bare skin is as grounded as you can get.
From there, just sit down take a nice deep, full breath and bubble away... Don't torch the stuff, just get a few nice embers going. Fill up the chamber and try to get as much smoke in one go as possible, filling up the chamber as much times as you can. The key to smoking is to get as much as you can in one breath and HOLD IT IN until it feels like you can hold your breath in forever/ you forget that you're holding your breath in the first place. Don't worry about asphyxiation, the body knows what to do if you forget
The thing that seems to pull me back from my glimpse of Samadhi/universal consciousness & ego-death is when I remember that I am experiencing all of this via a physical body and that it needs to breathe.