In the Mishna in Shabat one of the things that are listed that one must not light with for Shabat is wax. [במה מדליקים ובמה אין מדליקים... אין מדליקים בשעווה] So for years I would light only with olive oil. And when I found myself in situations in which I could not light with oil oil I did not light at all.
However the Shiltai Giborim on the Rif suggests that modern day wax may be different.
I also got the idea that to lite with oil oil was what is called a "hidur mitzvah" [an extra specially nice way to fulfill the commandment].
I also got the idea that to lite with oil oil was what is called a "hidur mitzvah" [an extra specially nice way to fulfill the commandment].