Before starting, let me say that my family has a long and glorious tradition of decorating with, but never burning, candles. My grandmother has Christmas candles (the actual wax parts, not just candleholders) that are a good bit older than me. My mother has been known to burn pillar candles, but usually only once they're old enough to have gotten a bit faded or chipped. She would also buy tapers specifically for burning for nice suppers--different ones from the fancier ones she decorated with.
In my own history, I have enjoyed burning candles, but was forced to learn caution when doing so, and not for the reason you're thinking. My parents' living room has light blue walls, and we were, for once, burning a pair of dark burgundy taper candles on top of the stereo speakers. I think it was a Christmas party or some such gathering. Well, after quite a few hours, all the guests departed, and I was given the coveted privilege of blowing out the candles. That was when disaster struck. Instead of cupping my hand around the candle and gently blowing across the top of it, I blew hard, almost straight down. I instantly decorated the light-blue wall, as well as various other objects, with dark burgundy wax. It took years for that wax to get completely cleaned off the wall!
For some reason, I was given a silver candle snuffer for Christmas that year. (This isn't it, but rather one whose picture I borrowed from Amazon--mine seems to have temporarily disappeared.) Suffice to say that I was discouraged from experimenting much with burning candles for a few years. In college, however, I had several friends who burned candles of all sorts on a regular basis. After I moved out on my own, I began burning candles more regularly, and this year, my winter coffee table vignette is my Floridian version of a fireplace, minus the ash and the popping noise (and I'd like to try out one of those wood-wick candles that's supposed to supply the sound).
Back to the snuffer! (I like that word.) For anyone who has never used a candle snuffer, the idea may seem silly. However, there are several reasons to use one (besides not decorating walls with wax). They have become even more apparent to me with my current coffee table vignette of candles and "snow." One important reason is to avoid the dizziness that comes with blowing out a dozen candles separately! Another is that, somehow, the snuffer contains and eliminates most of the smoke we get when we blow the candles out. Again, not much of a problem with a candle or two, but blowing out a bunch of candles results in the smoky smell lingering for quite some time. Just hold the snuffer over the candle wick a moment while the flame uses up all its available oxygen, and move on to the next one. No huffing and puffing, no smoke, and no wax splatters.
Something else about candles I have just recently learned--tea lights are very convenient because they are self-contained, so you don't have to worry about oiling the holder to allow you to dump a used-up votive candle out. However, if you're only burning them for an hour at a time, you'll get a lot fewer hours of use out of them than they say. Apparently they first melt the wax all around them, and if that wax isn't deep enough, they simply burn up the wick. Votives do the same, but their wax starts off a lot deeper, so it takes more hours of burning for them to do the same thing. All that to say that it pays to think how you're using a candle before just popping a tealight into it. Some holders specifically work best with a votive or a tealight, but many will work with both. Just something to think about!