Paraffin waxes specifically formulated for candles can be purchased from candlemaking suppliers, some craft shops and petroleum companies. They come in several different melting points for the different types of candle applications. Beeswax is also available at several candlemaking supply companies and even some local beekeepers, but is much more expensive.
Beeswax does make a high quality, slower burning candle.
You can add beeswax to paraffin wax to save some money and still end up with a better candle. Or you can use pieces of old leftover candles and recycle them. There are also several additives many candlemakers use to enhance the appearance and burning quality of candles, such as stearic acid, vybar, micro wax and poly crystals just to name a few. There are also a few other additives many candlemakers use that you may find in your home already. These include petroleum jelly, vegetable shortening, vegetable oil and mineral oil.