I can see that all of you swear by LED... but my mantle lantern is not much bigger than most LED lights, is quite solid (I never had any problem in about 8 years, i only had to change the mantle twice) and produce much more light... I never carry it when travelling solo but I would not carry other lights than my bike lights either. If you have lights on your bike (many use LED technology by the way), you have the perfect multifunction light that allows you to ride early morning or at night AND set up you tent. I'm not a big fan of headlamps when biking but I am sure they can be as versatile for those who are comfortable wearing them.
I tried the Mag lite flashlights (mostly when backpacking) but two of them failed in less than a year (one due to corrosion the other one simply lost its front lense)... I really liked their system which allows you to transfrom your flashlight into a lantern but I find it hard to trust their product again.
As for the candle lantern, the light produced is minimal but they are extremely lightweight and it can be useful to have a bit of extra wax to start a fire in wet condition. I also like the fact that you can use them in the tent a few minutes before going to bed in order to chase some of the humidity away.