You can get low-heat candles at most sex stores. They are pretty safe to use, and come in pretty colours.

I don't think wax play is as risky as people think it is. Just be careful not to light the sheets on fire! But the wax cools pretty quickly once it hits the skin, and although you might get some red marks, I have never heard of anyone really burning themselves if they use the right candles.

But some people love it, and other people hate it. Oddly enough, when I had tried it out on myself I really enjoyed it. But once Master started doing it to me I just hate it and can't stand it. We have tried numerous candles but I really just don't enjoy. For the life of me, I couldn't tell you why.

Good luck and have fun!