Since you're not set on your wax preference yet I would start with that before worrying about the scents in the beginning. I would take your favorite scent (you'll get to know it really well, and most likely hate it by the time you're done) and make all the wax blends you think you want to try. You can also start with no scent. That will give you the best idea of the burn characteristics of the waxes with no other influences. But if you do use a scent make all your wax blends the same scent so the only variables are the waxes.
The percentages and waxes that you could test could be infinite, so make up your mind what results you want to see ahead of time, and how many blends you're willing to test. Setting up these boundaries will help you feel less confused when testing your own wax blends. Maybe say you'll only try 4 different wax blends and that's it. Take really good notes.
When I was picking my latest wax formula, decided I could only use certain waxes because they were what I could get with reasonable prices and shipping. I decided what I was looking for in the finished candle and went from there. I didn't want to deal with the inconsistencies of wax manufacturers so I worked with some basics to make my own blend. It's a lot of work, but you really get to know candle making inside and out, and you're not at the mercy of wax manufacturers when they want to have their wacky changes.
After you settle on your wax blend you can start testing your scents. I usually start at 6% because it's cheaper, and most scents are fine at 6%. I would only try 1 or 2 scents at a time to get them perfected.
If you try to do testing for all the different variables at one time, it will waste more time and product in the long run than breaking it down to testing one thing at a time.