I saw these candles on Fab.com that I thought were cool.
They are coiled and you expose some of the candle at a time and then it automatically goes out when it burns down to the metal part so you don't set your house on fire by forgetting it.
$18 40 Hour Candle with box
Not bad, right?
If you like it, then you might want to go whole hog and get the big one:
$40 144 Hour Candle with box
The stands and whole apparatus come with it, and you can buy a replacement coil candle later if you need one.
Perfect present for your favorite steampunk or wanna-be writer friend to light up and pretend they are romantically doing something creative by candlelight.