I picked beeswax because the petroleum-based ones smell terrible, and I found some that weren't much more expensive than unscented soy. They have a nice smell!
But burning non-petroleum candles a couple hours each evening (and I found it took two tapers to have enough to comfortably read by) is pretty expensive. Plus burning anything isn't great for air quality, even if it smells OK. One person doing it in a full-sized house, alight, maybe. Three or more people in a house carrying around pairs of candles every night? You might start to notice the air quality and your shelves or walls getting a bit sooty.
If I wanted to do it longer term I'd probably build a few shaded (it actually hurts to look directly at even something as dim as a single candle flame, let alone a slightly-brighter bulb, when your eyes are adjusted to low light; I didn't come up with a solution for this with my candles, in the ~3 weeks I was using them) nightlight-level-output battery powered lamps. Most of the lamps or lanterns you can buy have built-in LEDs these days (so, limited ability to modify them) and their dimmest setting is way brighter than two actual candles, plus you'd want a candle-warmth color temp and lots of them are cool sunlight-temp. So I think building a few would be the best option.
Standard modern nighttime lighting started seeming insanely bright after a few days of doing the candle thing. It really takes very little light to navigate your house and do many tasks safely and comfortably, if you let your eyes adjust and don't have some kind of serious vision problems, and if you've got a few people awake in your house doing things after dark it's easy to have hundreds of times as much illumination active as anyone really needs. I also kinda liked carrying my light with me, rather than flipping switches from room to room.