I tried doing a long exposure using a few tea lights in Box mine a few years ago. Not a bad pic but for places like the Cathedral, you would need a huge flame. Cant find the picture i took to show.
Exposure times were huge IIRC, and on the camera i had at the time, this produced alot of 'noise'. Maybe time to have another go with the 450D me thinks.
Just realised my avatar was taken using a sort of flame, couple of Roman candles i think!. And no i aint telling where it was taken, surfice to say that its underground.
DP