I have a few from BBW that I like one of the house brand and a couple of the Slatkin ones and a couple from TBS. I've also bought several from Sweetcakes.com. Sweetcakes oils are cosmetic grade, so you can use them in lotions, soaps, perfumes or as home fragrances. I rarely use my oil burner anymore. I prefer my effusion/catalytic lampe - just mix a few drops with 91% alcohol. How oils they are depends on the scent, some burn cleaner than others. Do you put a bit of water in your oil burner as well? That might be something to try if you don't do that.
I'm sure you could make your own by blending essential and fragrance oils, but I'm not sure what carrier oil you'd want to use. Jojoba has an indefinite shelf life, but I am not sure about the smoking point if it's heated.