This is a classic science demo for classrooms. Using soap, create bubbles from methane gas (e.g., in cigarette lighters). The methane, less dense than air, makes the bubbles rise and they are flammable with cool effect:
(Note: due to the difference between temperature and heat, plus the fact that methane is less dense than air and rises, the instructor/teacher can have the bubbles lit in her hand without being burned.)
Television has caught on and entertains with bubble sculpting and even larger flames...
Sublimating dry ice (solid carbon dioxide) to make soap bubbles produces an entirely different (but neat) result:
And for those that don't want to light your house in fire with methane, simple Ivory soap can be fun too: