Check out this lovely Stirling engine. As you can see in the video, it runs very well on a single small tea candle. In addition, the diaphragm material is easy to replace. The parts are laser-cut Medium Density Fiberboard (MDF).
This Stirling engine will be available as a kit from the nice folks at Bustedbricks.com, who also offer supplies the models, model engineering, and other hobbies.
For more info on Stirling engines (until you get the kit shown here, of course) check out the book Eleven Stirling Engine Projects You Can Build, which includes detailed reviews of 4 existing Stirling engine kits, several original engine designs by the author, and a few classic designs from the web. Many of the design in the book can be made with materials scrounged from around the house.
If you simply can't live without a one, this assortment of Stirling engine kits should keep you very busy. Enjoy!