I did sound a bit absolutist, didnt I?
Ill have to try a beeswax candle but I always have no end of odd and ends of paraffin wax about, so I use that first.
When I was in Cornwall I used to make a lot of outdoor candles, -extra thick wicks, in oyster or scallop shells.
These I used as party favours to get myself invited to Other Peoples Barbeques...
Anyway, whatever wax it is, making candles is Great Fun and doesnt require much equipment.