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I've spent more years studying prestidigitatorial and illusory magic than occult magick, and one of the things that we magicians use for a dramatic effect, when needed, is flash paper - specially treated, extremely flammable paper, that, when ignited, burns all at once, in a burst of flame, and is completely consumed with no ashes or residue in a matter of seconds.

A search didn't seem to reveal any mention of this before, so I'd just like to point out that if burning a sigil is necessary, and you don't need to have ashes or residue to work with, flash paper could be just the thing -
[ul]
[*]impressive burst of orange flame
[*]no leftovers (to remind you of it)
[*]burns out quickly (harder to accidentally set other things on fire)
[*]No smoke (won't set of fire alarms)
[*]Scent is that of alcohol fire (I think. Anyways, it's mild and inoffensive)
[/ul]

On the downside, it is extremely flammable and easy to ignite, and usually comes in small (post-it to napkin-sized) sheets.

Any illusionist/magic supply shop should have some, or be able to tell you where to get some, though those stores can be somewhat hard to find.

Wikipedia article

I know that I'll be using flash paper from now on, rather than dealing with the burning of ordinary paper, when appropriate.