I just bought this new diya (lamp) and it is fantastic (actual picture above). It burns longer than the other lamps I’ve got because it holds the wick right in the middle.
I prefer oil or ghee lamps over candles, in general, because they don’t stink like burning wax does and they’ve got a very nice, vintage feel to them. I got this particular treasure from an Indian grocery. I’ve been planning to buy a bigger one that looks a little something like this: