I've always used orange, pumpkin scented votive candles in all of my jack-o-lanterns. I've had to order them on-line since the stores in our area don't sell them anymore. I get them from GENERAL WAX CO. in N. Hollywood, CA. They are the best votive candles I've ever used. I use their dark red Mulberry scented ones in all of my lanterns and all of my signs. That's my 2 cents worth, check them out.
I like a mix; some C7 types, some flicker, some color changing. Bought something at CVS last year but forgot what kind of light it is. Also bought a large pumpkin light from Home Depot this year that can flicker or color change with a timer. Haven't gotten my real pumpkins yet but can't wait to put these in/on them:
Pulses slowly & also on a timer. Have them in green & blue.