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the only thing that i can think of that would stay lit are things like oil lamps...... that could get pricey though.... what about if you man someone (an employee obviously) to make sure all stay lit? that sounds silly though - yeah - i admit it - sometimes i make very dopey suggestions.... lol
i saw really cute hanging candle holders at micheals the other day. those could be cute hung up along the walk way or outside the door. i think they were only $7
what about something like a hurricane lamp - they use regular candles but it has the glass around them to keep them from blowing out
Not sure about the windy part, but I've seen those white paper bag luminaries all lined up outside and it looks beautiful - very simple and chic.
I have also seen these beautiful glass vases that have an almost s type of curve and have seen people place candles in those - it could be very elegant (and places like pearl paint sometimes have them for cheap)