Soy, beeswax and vegetable-based wax candles are generally considered the safest options as they burn cleaner and produce less soot than paraffin candles. They also tend to have a longer burn time, making them more cost-effective in the long run.
However, it's essential to still follow safety precautions when burning any candle. So make sure to never leave a burning candle unattended and to keep it away from flammable objects. Additionally, always follow the manufacturer's instructions for safe use.