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Fire
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For more on marking an answer as the "Best Answer", please visit our FAQ.Yes, to polish what Didwot says, the energy is in the form of heat which excites atoms and their electrons enough to emit light.
Usually the flame is the product of two gasses combining in an exothermic (gives off heat) reaction. Usually one of the gasses is Oxygen. So natural gas flame is the product of Methane and Oxygen combining, creating heat some of which is given off as light.
Things like candles require that the solid paraffin wax is heated until it vapourises (to a hydro-carbon gas) and then combines with Oxygen.
Ammonia will burn but at a very low temparature and will barely sustain the oxydisation process.
Elements like Potassium, Sodium etc will produce heat on contact with water in a more complicated chemical reaction but essentially still combine with oxygen, burning to give a lilac cloured flame, very pretty but don't try it at home!
Are all things made from atoms? The easiest model to work with when asking the question about what things are made of is to assume that it is atoms. It seems to me to be the simplest way (at the moment) to explain everyday chemical reactions. That there are smaller particles is probably true but the science is nowhere near as accessible.
There is huge debate as to whether light is a particle or a wave (hence waveicle). There are different experiments which 'prove' that it can be one or the other. To us laymen it doesn't really matter if we're only after an explanation of how it works in the gross, material world! Scientists use whichever 'model' of light fits there experiments.
At the end of the day we can all acknowledge that there are quarks, mesons, gravitons, gluons, photons etc. but do they help explain to us everyday physics? For my purposes I'd like to stick to Newton because he explains everything that happens in my universe. If I want to get involved in a philosophical debate then I can talk about the particle nature of the universe but at the moment it is of no practical use to me when I am building my summer house, mending water taps or driving my car!
I read a book, must be 20 years ago, which I thought was titled, 'The Wu Lei Dancing Masters' which was thoroughly entertaining and gave an insight into the non-mathematical nature of the universe. For years I've tried to find it and can only come up with, 'The Dancing Wu Li Masters', I can really recommend its reading.