Burn to the Edge
When you light a candle for the first time, let it burn for a while (around 3 hours is good). You want to ensure the entire surface of the candle melts before you put it out. If you don't, your candle could end up "tunneling" which is when a rim of solid wax builds up around the outer ridge of the candle. If you want all the wax in your candle to burn, let it burn evenly to the edge before you put it out.
Trim Your Wick
Another important aspect to candle maintenance is making sure your wick is trimmed to 1/4". You may use scissors for this, or a wick trimmer.
Other considerations: NEVER leave a candle unattended, or burning near curtains or flammable fabric. Also make sure its burning on a heat resistant surface.
You should stop using a candle before it completely runs out of wax. If you let your candle burn all the way down, it could overheat its container. Most candle experts recommend retiring your candle while there's still 0.5 inches of wax left in it.
Re-using your Vessel