To use this oil lamp, you'll need:
A wick - I used cotton string about 1/8" thick.
A wick holder - I used a 6-32 stainless T-nut that I got at an Ace Hardware for $.74. Anything will work that is clean metal, about 1/8" diameter inside and 3/16" diameter outside, with a flange.
Fuel - I used olive oil, any vegetable oil will do.
I made an Instructable with more details.