Many people have had them stolen out from under them by lurkers who then go and purchase the domain names and try to sell them to the business at an increased rate, even small businesses.
Maker sure to Google to see if it may already be taken by another candle maker and it's not already trademarked. For example, Shabby Chic can no longer be used to describe home decor items coz the gal that trademarked it is vigilant about protecting it, as all trademark owners are required by law to be. And jewelry makers or jewelry components supplies can no longer use the centuries old term quatrefoil to describe the shape of a piece since the word was trademarked by David Yurman for a line of his high end jewelry. I believe some scent names are also trademarked, which would be something to check when coming up with descriptive names for your candles.
Trademarks can be checked against this database:
http://www.uspto.gov/trademark
Good luck! 
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