I love it, but as hoodman said, it's such a bitch to clean up after that I don't do it all that often. I like to use a number of different candles, each with wax of different bases, in order to layer the heat (some cool fast, some slower, some burn, some don't... whee!).
It's a fun addition to play, and I'm glad you brought it up. I should find myself a wax-scraping slave and then go crazy with it on some poor soul!