I also thought it was interesting.
The BTUs/lb of wax is quite high, but apparently you lose quite a bit due to incomplete combustion. So, just for a little comparison... in theory you could make candles for about $1.5/lb, and paraffin is about 18,000 BTU/lb (assuming you could get all of it), so for $5, you'd get about 60,000 BTUs. Wood pellets are about 7050 BTUs/lb, but $5 gets you 40lbs, which would be 282,000 BTUs. Of course a pellet stove costs to install, plus you can't move it around your house...