i've still had less than a dozen burns, but i definitely prefer white gas at this point (though i'm super interested in biofuel options). i've found it consistently for $9-$10/gallon. from what i've read here, that seems to be the going rate.

I've found the best way to light is to use ultra pure oil and spritz with white gas. White gas provides a quick light, but has such a strong vapor it is definitely not the safest to use, until after it burns off a bit. Vapors can travel and settle in the ground around the dipping station and easily ignite. Some prefer to use 50/50--white gas/lamp oil... Ultra pure burns cleaner than tiki torch oil, also--and provides for a brighter flame! I used Paraffin to burn for the first time at my performance last night and spritzed with white gas--it burned brightly, but maybe not as long as the ultra pure...

Play around and find what works for you!

There are variances between charcoal lighter fluid, various camp fuels and other naptha products. But, yes, it's possible that your wicks need a few seconds to get going, or that they were a little wet the first time, or that you had a different type of fuel, or whatever.