I asked a similar question a few months back on the Petromax I ended up buying a couple of Feuerhand storm lanterns. As already mentioned these don't have seals so don't knock them over unless you want lamp oil on the floor. They give usable light for our patio and are a handy backup for power cuts.
Couple of things to remember.
1, Fill the lamp, let the wick soak for a few minutes and light. Let it burn for around 3 -5 minutes, extinguish. This pre burning will make lighting easier next time.
2, My neighbour told me about this one. Many people complain lamps give off a bad smell. He said to light it in another room or outside and let it burn for about 5 minutes to reach operating temp for the lamp and wick. Then bring it into the room where you want it. In Victorian times lamps were lit in the lamp room or scullery I suppose to keep the smell down in the rest of the house.