Use wax from good quality candles, not cheap tea-lights.
Why?
What do you consider a
good quality candle?
I don't think it will make a difference.
Different candles use different kinds of wax. Cheap tea-lights are made to be, well, cheap. I wouldn't rely on one in a life-and-death situation. A "kitchen candle" will put out three or four times as much light. It'll have a strong, hot flame.
Wax is less messy than jelly.

I'd say that wax is more solid than jelly, and jelly is more sticky than wax, but the messiness is entirely dependent upon storage/handling. If you keep the jelly/cotton balls contained (bag, vial), and you fish them out using your kindling (twig, paper), your hands will remain jelly free. [/quote]The messiness can be managed, but it's still messy. Why bother? What benefit does jelly have over wax?