I've seen the decision to burn be mostly caused by the fact that neither of
them (Denethor & Faramir) is actually DEAD yet, and I'd think the embalmers
would need (or at least prefer) their subjects to be truly dead. So Denethor
doesn't want for them to have to sit and wait till dying, which probably for
him at least wouldn't happen so soon. I guess with servants around such a
cremation would be a quite straightforward way of making sure both would die
(relatively) simultaneously. Only other somewhat "logical" choices I see are
poisoning or sword. Perhaps poisons wouldn't be so readily accessible and / or
perhaps they would not be so effective as to kill quickly (in Gondor they might
not have such). And it might need one step of madness more that he yet didn't
have to first kill (or order killed) his son with a sword and then fall on his
own sword... Don't know but that's how I've seen it.
But the point that was noted below about not wanting their bodies as trophies
is also a good one, which I haven't thought about before.
Suni.