For the magazine, I focused it to a pinpoint. It helps if the paper is black on both sides. Also magazines work better than newspapers because the laser tends to punch holes in the newspaper rather than igniting it. The paper on the magazine is thicker and ignites more easily. however, igniting the magazine took me several tries and wasn't easy.
I suppose output power helps as well, but I have yet to get mine metered.
I plan on getting it tested at my professor's laser lab next week.
For the candles, they need to be pre-lit, otherwise they won't ignite under the laser. It helps to focus the dot down to a pinpoint, and position the candle upside down. This way when it lights, the flame will travel up the wick instead of burning out.