To get the best burn from both pillar and container candles, burn the candle long enough the first time until a wax pool forms that covers almost the entire top of the candle. With pillar candles you need to leave a rim of about 1/8". With container or jar candles the initial burn should create a burn pool that covers the entire top surface of the jar. Extinguish the candle when it reaches this point.
The burn time depends on the diameter of the candle or container, the wick size, the type of wax, the ambient room temperature, drafts of air around the candle, etc. Each time you light the candle after that, plan to burn it until it reaches the "memory pool" you created with the first burn. Generally this is longer than the first burn. Following these guidelines will ensure a cleaner and longer lasting candle. You must also remember to reduce the wick to 1/4" before each burn and keep all candles away from drafts as much as possible.