There's no rule, so however it looks best to you.

I think you'd want to avoid having the candles end up the same height...but rather have some variation in height. Otherwise it's whatever pleases your eye.

When it comes to choosing candles for the particular candlesticks, I personally use proportions: candles are 2/3 of the stick' height. Shorter candles on higher sticks look like they are old and used (almost finished), although, some people love this effect. When a candle's height equals the size of the stick, it looks massive and oversized for the stick. Imagine an end table with a table lamp that is same height and diameter as the table. Wouldn't it look oversized for any given room? Ultimately, the diameter of the candlestick needs to be slightly wider than the candle itself to allow burnt was to settle gracefully around the base of the candle. Hope this helps.

Thank you!☺️

Domavita has it right, though I don't think I've ever seen it articulated!