I stopped by our local sex shop recently and the whole place had the best vanilla smell. I was running all over sniffing like a dog trying to find out what it was. Finally asked & it turned out to be a massage candle. I usually have trouble finding candles that will actually scent a room, but that thing was powerful.
I think a mellow scent like vanilla or hazelnut has a much lower likelihood of bugging someone than a strongly herbal or floral scent. Personally, I can deal with herbal, but florals drive me crazy. I know others that are opposite. So, something semi-neutral like vanilla has my vote.