You don't need to spend a lot of money to enjoy the ambience of real candles. A certain type of candle lasts longer than most others, and it is among the most inexpensive available.

[edit] Steps

Visit a dollar store, Big Lots, or the "markdown rack" at your local department store.
Look for tall candles in clear glass containers. Usually, the wax will appear to contain a large number of "bubbles." They come in various colors, and the wax may seem slightly "greasy" to the touch.

[edit] Tips

The large version of this candle is generally about 10 inches tall, and will burn for up to 7 days. Smaller versions also exist.
The larger ones may be labeled "7-day candles." They are sometimes used in religious ceremonies.