There are many things you can use to make a Lava Lamp. Aside from wax and water, there are many other substances that you can use to make the lamp work in the same fashion. For example, you can use mineral oil as the lava and 90% isopropyl alcohol mixed with 70% isopropyl alcohol (rubbing alcohol) as the liquid inside the lamp. By mixing the two types of alcohol, you will create a perfect balance. The mineral oil will fall to the bottom in the 90% alcohol but, once you add the 70% alcohol and mix it in the other alcohol, the mineral oil seems lighter and will rise off the bottom. You need to keep in mind that you need to place more 70% alcohol than the 90%. Place this mixture in a closed container and over a 40-watt light bulb. It will actually work just as well as a lamp that you would buy at a store. If the liquid would get stuck at the top of the lamp then all you have to do is dim the bulb a tiny bit of place a fan at the top of the container. If you want to dye the lava, just use an oil-based dye (you can buy it at an artist supply shop) and to dye the liquid around it, use food coloring. If the lava clogs up into clusters, use turpentine to make the lava into small bubbles and not the huge ones we're used to. For faster warm-up time, you can use anti freeze but be careful not to place too much because it will cloud the alcohol. I don't suggest that you do this until you have mastered the technique of making lamps because you might mess up the 70/90-alcohol balance.
There are other things which you can use to create a Lava Lamp but you always have to remember that the lava has to be more dense than the liquid (wax, Vaseline, oil, etc.) and the liquid can be water, alcohol and other substances which aren't that dense/concentrated. Remember that you need a perfect balance of lava, the liquid surrounding it and heat from a light source. This Is a fairly simple thing to make because all you need is few materials which