An inexpensive kerosene heater wick can be purchased at The Home Depot or a specialty wick store such as Miles Stair or Kerosene-Wicks.com. They are widely available and easily replaceable.
Not all kerosene heater wicks are created equal. If they are too thin, they cause a burning smell. A newly purchased wick should be the correct size and thickness for a heater. An inexpensive wick should not be confused with a cheaply made, poor-quality wick. If a kerosene heater is used as the main source of heat in the winter, routine heater maintenance should be performed, which includes annual wick replacement.