People used to use lead core wicking all of the time for container candles, votive candles, and floating candles where you need a stiff wick. Some imported candles still use lead-core or lead-contaminated wicking, but the pure lead stuff has gotten more rare because the price of lead has gone up. Most candle makers in the US moved to zinc-core wicking a long time ago, which, as mentioned, does not and cannot produce lead.
For beeswax and palm wax, though, good candle makers don't use metal core wicking at all. These waxes are thicker/more viscous and do not draw well through wicking made for paraffin. This is why beeswax candles made by inexperienced candle makers will sometimes sputter or even go out. Instead, we use only paper core wicking for our votives and floating candles ( e.g.
http://mistymanormercers.com/index.p...g-Candles.html ) and we have tested them to make sure that they burn well. There is no metal, so no lead, not even zinc in the smoke or soot. The paper core is stiff enough for the wick to stand straight but porous enough for the wax to draw correctly. Soy candles apparently burn fine with metal core wicks, but I have limited experience with soy.
You can order paper-core wicking from most suppliers; you will want to burn a couple of types to find one you like and burns well for you. In the same way, do not use standard wicking meant for paraffin when making beeswax/palm wax candles. Generally, you want some kind of square-braided cotton wicking (treated with boric acid if you make it yourself) or hemp. Regular round cotton wicking in sizes for paraffin will not work and even paraffin wicking sized up is not ideal. There is no substitute for pouring some candles with your molds and burning them to see what wicking works best.
Mixing beeswax and tallow in some proportion will also make your wicking draw better and the candle will burn brighter at the cost of a bit more soot and a faster burn time. Mixing in tallow will also help the candles de-mold more readily as will (as someone mentioned) coating the mold with a little olive oil or sticking the mold outside (in winter) or in the freezer for a short bit before taking the candle out. Pure beeswax can sometimes be a bit of a pain to get out of the mold.
Lately, we have gotten some wax direct from local beekeepers. That way you can get it nearly raw and unprocessed, allowing you to decide just how much color and honey scent you want in the candle. Quite a few small beekeepers just sell honey and have no idea what to do with the wax. It doesn't hurt to ask them if you can buy it off them. Try going to your local farmer's markets and look at who is selling honey— follow the trail to the bees.