I hate to be generic, but... it depends. For someone with a lower socioeconomic status, a candle would have been a luxury item - betty lamps (ie, grease lamps) and tallow/lard dipped pithy stems/reeds would have been the order of the day. Moving up, tallow candles (MESSY!), and then wax candles. There were a variety of ways to hold candles, but they boil down to Open or Enclosed. Open would be any of the candle holders of wood or metal that simply held the candle upright, but did not protect the flame - could have a cup or a spike, plain or fancy. Enclosed means the candle is protected - usually by glass or punched tin (and, I have read, horn and mica - but I personally don't have any good references on these... can anyone else out there help?). Obviously open holders were less expensive than a fine glass-enclosed candle lantern, especially one with a mirrored surface in the back... so take your pick: anything from a cup or spike up to a fancy glass and mirrored candle lantern - depends on who you were, and where, in the 1700s. If you're looking for a middle of the road approach a small/medium punched tin candle lantern is a good choice - not as fancy (or breakable!) as a lantern with glass panes, but easier and safer to manage in camp or buildings than open flame...
M