To try and prevent a candle from tunneling burn it for a long period of time the on the first burn. For a candle in a container, you want to try and get the entire top of the candle liquid wax. For a pillar candle, burn until the liquid wax it to 1/4" of the edge.
The first burn sets the stage for the life of the candle. The opening of the candle will almost never get larger than the size of the initial wax pool. On a standard size jar candle, if you only burn the candle for an hour on the first burn and create a 1" wax pool, you'll be left with a significant amount of hard, dry wax around the edge of the jar that will likely never melt. It generally takes 1 hour per inch in diameter. Try to burn the candle for long periods of time as often as you can after the initial burn to keep the candle from tunneling later.
Creating a candle that doesn't tunnel is a combination of many things. The quality and type of wax is one component. Some waxes melt easier and quicker than others but may not necessarily be the one that works best with the fragrance or that provides the best fragrance throw. Many candle lines use a blend of different waxes to get the right combination.
A significant factor in preventing tunneling is selecting the proper wick for the wax, fragrance and container. Votivo uses the same wax for every candle but adjusts the wick and the fragrance for the proper burn. The trick is to find the wick that provides a large enough flame to melt the wax without overpowering it or the container. A well crafted poured candle will burn level within 1 1/2 to 3 hours after lighting. The larger the container, the larger the challenge. Some candle lines are trickier than others. Rigaud is the easiest.
Always follow the manufacturer's instructions for the candle. They know their wick, wax and container best. If the instructions list to only burn for 3 or 4 hours at a time - there is a reason. Best to follow their specific instructions.