I use bayberry candles and I love them. Not only are they completely natural, but they are also smoke-less and have a very pleasant scent. I like the natural green color of the candle as well.
In colonial times, since it is rather difficult to make bayberry candles, these candles were reserved only for special occasions. They are thankfully not expensive now and can be used in place of regular taper candles.
I should warn however that some candles on the market are made with synthetic bayberry scent and color. The ones I use are 100% natural, vegan and environmentally friendly.