Toxins in Yankee Candles?

I've been looking into possible toxins lurking in scented candles, specifically in the Yankee Candles all my friends seem to give me for gifts, and which I like very much.
Like many Primals, I love having a tiny fire near me when I work. Having a candle burning helps me focus while working and helps me reflect and be mindful while taking a break. But now I'm nervous to burn these scented Yankee Candles because some sites are saying that it can be as dangerous as second hand smoke.
Apparently candle production is completely unregulated, and some candles have LEAD in their wicks! Yankee Candles claim not to have any lead, but they are made from refined paraffin, which is a petroleum product and is possibly carcinogenic (but then, isn't everything?)
Some sites say soy candles are safe, but since I don't believe soy is "safe" to eat, is it really safe to burn? I'm wondering if you burn mass-produced candles without fear, or if you buy high quality beeswax or soy candles. I have googled this, but the information is mostly sketchy and most of the hits are sites like yahoo answers (ugh.)
28, female, 5'2"
Went primal 7/28/10: 154 lbs.
1/12/12: 135 lbs.
Goal: 120 lbs.