Olive oil lamps are a pleasing way to light your home. Olive oil is a renewable, non-petroluem fuel which burns without fumes or odor. You can also burn any vegetable oil, or liquid fat or grease in these lamps. You can find them for sale at Lehman's, along with a book called "I Didn't Know that Olive Oil Would Burn!". Other vendors also sell ancient-style clay olive oil lamps.
Other non-petroleum fuel-based lighting options would be to use a Petromax lamp and burn biodiesel, or use an ethanol-based lamp.