A slick way to make a candle lantern requires a plastic bag, some sand or gravel, a candle (ideally a tall taper) and a couple of sticks.  Pour a few inches of sand into the bag. Stick the candle into the sand. Poke the sticks into the sand, and use them to keep the sides of the plastic bag from getting too close to the candle flame.  This works well in the woods, as the sand forms onto the (often irregular) surface of whatever you put the bag on. This can be a very nice alternative to the hissing harshness of a propane lantern. This is more for car camping than backcountry use.

Thanks to the creative river guides on the Sun Kosi river in Nepal for teaching me this tip.