There are major differences between soy candles and paraffin candles. The wax used is the key. Soy wax is made from soybeans and paraffin wax is a by-product of fuel refining. Thus creating black soot when burning.
Step2
Soy is a better alternative, it is a purer form of wax and has no carcinogens. Paraffin waxes when burning can be the equal of breathing the exhaust fumes of a small diesel engine!
Step3
Make sure when you are buying a soy candle to ask the question, is this one hundred percent soy wax or is it a blend? The blend can be cheaper but it is not pure soy, some candles are only 25 percent soy, but can still claim to be a "soy" candle. For those people that have problems with paraffin candles (allergies) the soy could be a good alternative.
Tips & Warnings
Any candle can create a cozy environment, but a soy candle will burn cleaner and longer than a paraffin candle in most cases.
Never leave a burning candle unattended and never place it where there are drafts, (it causes a straight down the middle burn) Trim your wick after each use.