I usually buy candles at the farmer's market. There is a local vendor there who sells them in gorgeous colors. I like to have candles on the table for dinner (even for hot dogs and macaroni) because it helps the kids focus on mealtime and demands a little bit of reverence. They like sitting still until it is time to blow them out!
I was sad to learn that the candles I like to buy are not even made from beeswax. AND, they are imported from Europe! They aren't extravagant or anything, I gather that the local vendor specializes in the other sizes and not the tapers.
I know beeswax candles are a much more environmentally sound choice. Other candles (like the ones on my table) are made from paraffin. Paraffin is made from the sludge at the bottom of a barrel of crude oil. It has to be cleaned and bleached with benzene, solvents, and other chemicals to prepare it for use in candles. Paraffin candles emit gases and soot when burned, releasing dangerous toxins, two of which are carcinogenic. Both paraffin and synthetic fragrance oils are a major cause of indoor air pollution. In fact, the American Lung Association has warned consumers about the danger of unhealthy air quality from burning paraffin candles.
I looked online and found many resources for beeswax tapers which are all natural and very clean burning. From what I can tell they are almost always natural in color (honey colored!) I think I'll have to give those a try next time I need more.