Candle scents can help mask other odors, they can set a vibe, they can pin you to a particular time of year, and they can help form scent memories.
I tend to like the mundane act of checking each candle in a store's shelves in order. Independent boutiques tend to be a gold mine for bespoke candle scents. My favorite candle is one that I first saw in one such boutique in the Ballard neighborhood of Seattle. It had a combination of scents: pine woodsy and citrus fruity to balance it that avoided all of those perfumey candles I've tried. The pine doesn't smell like a car air refreshener, and the orange is strong but not too sweet. The candle is made of soy wax and has a wooden wick that crackles from time to time when it's lit.

This candle began as a scent that my partner and I liked and thought it made our home feel cozier during the Seattle winters. Then, as we continued to move around from state to state, we brought the candle with us and have bought several replacements. Smelling the candle brings me back to that cozy feeling even though I don't live in the PNW anymore.
At this point, the candle has been discontinued by Good and Well Supply Co. You can no longer find it on their website. The last couple candles we got were through resellers and marked up to a point where it was hard to justify. It's a tricky thing to have scent memory be so strong and tied to a specific part of your life that you miss, and for it to be so dependent on businesses that could innovate your favorite out of existence.
Great news: while Good and Well Supply Co doesn't list it anywhere online, they still have five two candles left of this scent at their Ballard store in Seattle.
It turns out the candle is not discontinued, it just isn't in the most recent batch of candles that was made.
We have three replacement candles should arrive by the end of the week 
