I purchased a couple of UCO 'mini-lanterns' a couple of months ago, and wouldn't be without them for my usual haunts in the woods. I even found some LED inserts for £2.50 a pop which last up to 24 hours on a couple of watch batteries, which works our nearly as cheap as candles.
If you search the forum, you may well be able to find threads on the lanterns which I used to help with my decision, but I can certainly add a '+1' for the UCO mini lantern.