I used to light candles in my home for ambience all the time; then, I got birds. Candles (smoke, soot, etc.) can be harmful to birds so I don't light them anymore except in case of power outage - then, I am very careful about only lighting one and keeping it as far away as possible from the birds.
.......not just birds, either. There is a law being kicked around by the Federal Dept of Energy regarding air-particle emissions that is effecting certain heaters, decorative appliances, fireplaces and more. We build custom fireplaces and we sell the gas log fireplace inserts and have to have education about air particle emissions for our clients. Candles are one of the biggest offenders.
With the FDE attacking gas log pilot kits one of the arguments we keep hearing is how fireplaces burn so clean compared to candles and I have actually heard from a lot of air-conditioning service companies who exchange filter systems say the same thing. I do not recall the exact science or numbers but I know candles are one of the biggest air-particle offenders with a tremendous ratio of small flame-major soot in the air.
I do burn candles in the house because we have a family pet being housebroken but we are vigilant about changing the air-filters because we know how bad the candles can foul breathable air.