Keep an eye on your ingredients- Most scented candles contain paraffin wax, which is derived from petroleum, coal or shale oil. While in small doses like scented candles, it's not toxic to humans - if you are like me then you would rather not have them in your home. So best to stick to Soy candles.
Buy local and from sustainable companies.
Home at Last on Garratt Lane has a great collection
I really like this brand as well -
https://www.ecolivingsustainablehome.co.uk/.