I love scented candles but stopped buying any some time ago after I read about the release of toxic substances into the air when burning; some are carcinogenic. Synthetic scents, lead in the wick, paraffin wax and other ingredients are to be avoided if you want your candles to burn "clean". Make sure you buy soy- or beeswax-based candles, scented with essential oils.
I found two wonderful options.
At Soaptopia, a wonderful place I told you about where everything is handmade and natural, they offer scented candles that are really exceptional: shea-butter based, they melt into a hot massage oil. So sensuous!
I also got a lavender & lemongrass one at Whole Foods. So fresh!