Why do Hanukkah candles burn faster than regular candles?

Well, it depends on the brand of candle. But there is a reason. There are some Jewish homes in which it is a custom for people to wait until after all the candles have gone out before starting dinner preparations and such. Also, in synagogues where Hannuckah candles are often lit, someone has to stay in the room with them after the evening prayers. So having candles go out within the half hour is better in those cases than candles which burn for hours on end - and of course the manufacturers took note of all this.