Candles are an oft-discussed source of keeping warm. A candle will put out something like 240 BTU (70w equivalent) of heat. They also give off light and can be used as a lantern. Downsides include soot, tipping hazard, air quality degradation, and lead content in some wicks. Using candles in a lantern fixture may be safer. In terms of cost, most other heat sources are more economical.
A popular candle lantern is the UCO lantern, which uses a proprietary candle which the manufacturer says produces 450 BTU. They make tealight versions in non-collapsible mini and collapsible micro sizes.
A candle should be used with an air quality monitor and/or carbon monoxide detector.