There must be a nearby apiary that can supply you with some real beeswax. A smaller operation is more likely to entertain a small buyer like yourself. Beekeeping clubs are fairly common and worth checking out.
Failing that, there's always canning wax.
Earlier this week I stopped by our local apiary and bought 5 pounds of unprocessed beeswax (it had just been melted/pressed into blocks). They wanted $2.50/pound, but I got it for $2. After melting the stuff down, filtering it, and casting it in dessert bowls, I realized that 5 pounds is a lot. A pound probably would have covered my needs nicely.
Unprocessed beeswax smells of honey and makes really pleasant smelling candles. I would rather pay more for beeswax than make candles out of something that could contain just about anything. As far as health is concerned, it is probably better to just not burn candles at all.