If you want candles, some light weight shelves might be held up by the sticky hangers (I can't remember what they are called! Argh!). There are some that are supposed to be pretty tough, as well.
Some of those sticky hangers are pretty good, but, as a former volunteer firefighter, I would have to highly recommend against ever actually burning a candle on a shelf held by sticky hangers, suction cups, or anything that isn't a solid mechanical connection to a wall.
I've seen way too many accidents.