I've not lit any since I've had Mosi but I used to light candles with Jaffa and Magpie about (not when they were kittens though). I generally just lit them in an evening when they'd both settled down to their post supper nap and I was watching tv and could keep an eye on them. I found the best place to put them was on a shelf/top of a bookcase where there was a lot of space around them. That way if they did jump up beside them there was room for them to do that and not knock the cancles over accidentally, although I always used tea lights or short fat candles that couldn't easily be knocked over. If they showed signs of going anywhere near them I usually put them out (the candles, not the cats!) or watched them like a hawk to see how they were behaving. Anytime they approached a candle I'd go over there and either divert them from the candle or blow it out. If they were showing signs of being active and not sleeping that was my cue that candle time was over!
I think it depends on how you think your cats will react. Obviously don't light them if your cats are having a mad half an hour racing around the room, but if they're asleep on the bed and you're in the living room watching tv it may be ok. Just be sure you dont' leave them unattended and if looks like they showing interest or might jump up beside them blow them out.
