The most important thing to consider when buying candle wax is for what purpose the wax is intended. There are many kinds of wax and without a little knowledge, a trip to the candle store can prove fruitless. Some kinds are intended to be molded, while others are best suited to being poured. Some are smoky or have natural scent, while others work well with added scent.
Paraffin wax is the most common kind of candle wax. It is a petroleum-based byproduct of crude oil that has various melting points. The lower the melting point, the softer the wax and vise versa. Soft wax is best used in jar candles, while harder waxes can be used for molding and tend to burn slower. Paraffin candle wax comes in a variety of forms from chunks to powder and can be purchased precolored if desired. It can also be found in crystal form that requires no melting and therefore works well for projects with children.
Tallow is made from animal fats. It is one of the oldest forms of candle wax and is not particularly popular anymore. Tallow gives off a good deal of smoke and odor that many find unappealing. It is rather soft, so it works best in containers.
Bayberry wax was an early American colonial substitute for tallow. It is made from boiled bayberries, a process that can use as much as 15 lbs (6.8 kg) of bayberries to produce 1 lb (.45 kg) of wax. It is therefore quite expensive, but has a lovely natural green color and scent that some feel justifies the cost. It is a soft wax that works best in containers.
Soy candle wax gained significantly in popularity during the early 21st century. It is odorless and clean, comes from a renewable source and is a creamy color. It holds scent very well and does not bubble or need to be tapped like paraffin. It does have a bit more shrinkage than other kinds of wax which can make it pit easily and need to be topped off a few times during the cooling process. It melts at various temperatures much like paraffin.
Beeswax is another natural wax that is made from the wax found in bee hives. It burns very slowly and has a naturally sweet smell to it. It tends to be a bit expensive, because of how it is created. It is not suited well to hand molding since it can be rather sticky.
Gel wax is a mineral oil-based candle wax that makes bubbled clear looking candles. It has gotten a reputation for being dangerous as it can get extremely hot and burst the containers that encase it. For this reason, it is important when working with gel wax to use a heat-resistant container that was made specifically for use with candles.