Once you light your candle for the first time, always let the top layer of wax burn until it is melted all the way across the jar.  This will prevent tunnelling.  It may take a good hour or two, so don't light a new candle unless you have some time to burn.  

I recommend always keeping your wicked trimmed to 1/8-1/4" in length.  Keeping your wicks trimmed will keep the flame controlled and give you a much cleaner and brighter burn.  Excessively long wicks end up leaving those nasty smoke stains inside your jars.  Yuck.

Keep your flame away from fans and moving air.  Open windows, air conditioners, or even rooms with heavy traffic can disturb the flame leading to uneven burning and ugly black marks on the jar.

Try not to let a candle burn for more than four hours.  Anytime you burn for more than four hours you run the risk of the wick 'mushrooming' or even floating to the side which will lead to an uneven burn.