We're all guilty of it. Not taking care of our candles. A few small steps can solve some of the problems you may be having with your candles.
Trim the wick before each burn. Its one of the most useful pieces of advice and the easiest to forget. Keeping your wick between 1/8 and 1/4 inches long can solve a multitude of problems while burning.
You don't need to buy wick trimmers (although they help), you can use scissors, nail clippers.
What happens if you don't keep them trimmed up, you ask? Candles with wicks that are too long can start to "mushroom" at the top, which can dull the flame or cause it to pop when burning it. Trimming it can keep this from happening.
Most wicks shouldn't soot either. If the wick gets too long, the candle can burn sooty and cause the candle to change to more of a yellow color when it dries. Not to mention the visible soot on the sides of the container.
So keep your wick trimmed and you can avoid a slew of problems!
Some more tips for proper candle burning can be found here.