After learning how paraffin is made and all of the toxins that paraffin candles emit, I've switched to buying either soy or beeswax candles.  The beeswax candles really do last longer and the light honey scent they emit is much better than the over-scented candles available in the store.  I bought them online from a small farm.  I've also purchased a soy-wax tarte burner from a local shop called C & N soy candles.  It scents the house beautifully and with no smoke stains!  I love supporting small and environmental businesses, too.