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Candle Powered Heater - I've been looking a various ways to make these and this guy has by far the best setup. It isn't so much a how-to video. He is just showing what he used to construct his version of the terra cotta pot candle heater.
Terracotta Pot Candle Heater - Hacked Gadgets – DIY Tech Blog - great forum discussion on how and why they work. You'll be happy you made a couple of these in an emergency. They won't heat your whole house of course, but they'd take the chill out of a bedroom or small room.
Try heating a small room with a flower pot space heater. No electricity needed! - Light two to three tealight candles and place them into an oven safe dish. - Cover candles with a small ceramic pot, making sure the drain hole on the bottom of the pot is covered. - Cover the pot and candles with a larger ceramic pot. - You'll have a nice warm room in no time! *Warning: Outside pot will reach temps as high as 180 deg. while inside pot can reach 500 deg. Place out of reach of children and pets.