I really prefer paraffin oil in my glass lamps for inside the house. They burn a lot cleaner than Kerosene and I don't end up with burning eyeballs after a few hours. The oil is more expensive than Kerosene, but not so much that a couple gallons will set you back at all. I've a couple of the ones from Walmart in my collection of maybe a dozen or so. They will work okay, just stamped metal parts and glass like the rest of them. If you want fancy, go to the Lehman's site like Chris recommends and find whatever suits you.
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The ultimate result of shielding men from the effects of folly is to fill the world with fools.
-- Herbert Spencer, English Philosopher (1820-1903)