I don't remember any incest.
Leto II and Ghanima were bro and sis, and I believe they may have married, but it was never consummated. It was strictly political. I'm not even sure of that, I haven't read the books in a long time.
Jessica was Baron Harkonnen's daughter, but neither off them knew, and the Bene Gesserit had planned to marry her daughter off to his nephew, Feyd, as part of their breeding program, but Paul being born first upset that plan.
I'm not sure there was any incest in the books, although like I said, it's been long time since I read the whole series.