The lighting of candles is a lovely symbolic gesture to include in your ceremony. I usually suggest that you each light a candle near the start of the ceremony to symbolise your separate lives before your marriage. Here's a short youtube clip of Alison and David lighting their individual candles at Airth Castle (video by Sharp Focus). It's just before they then go on to exchange their vows and wedding rings, so you can watch that too. Although the video clip stops when I pronounce them husband and wife, they went on to light a third candle after that, to symbolise the joining together of their lives in marriage. The 'marriage' or 'unity' candle is lit by each of you taking a flame from each of the first two candles and lighting the third one together. This makes a nice photograph as you can see in this picture of Margaret and Jay during their wedding at the historic Alloa Tower
