In my hair.
I set my hair on fire at Book Club on Wednesday. I wore it down, which I usually do on the third of never, and stood too close to a very small tea light candle. A few seconds later, there was sizzling and that horrid smell, and then a few seconds after that, all was right in the universe again. Except that I had to apologize to Monica for making her kitchen smell really, really bad. :) My hair is fine. No chunks or anything missing, or so I've been told.
The moral of the story?
Make sure you have good friends in your book club who will make sure that you don't burn up, and will then laugh with you later. And forgive you for the awful smell.