Why is sugar used in low-cost homemade rockets? I was thinking about making a "rocket candy". It's relatively inexpensive rocket based on sugar and some oxidiser, mostly $\ce{KNO3}$.

The fuel is usually formed by heating the mix of both compounds so that the sugar sticks onto the potassium nitrate. They can also stick together by being dissolved and dried.

My question is, what makes sugar the best fuel? Paraffin or resin can be melted more easily and the oxidizer could be poured on them while they are hot. To me, that seems like a much better idea.

But there were many people before me and they have surely tried many things. So, what is the reason the sugar is more advised than paraffin or resin?
the best fuel is actually sorbitol. It is a bit costlier than sugar, but still cheap. It melts easily without decomposition and can dissolve some amount of potassium nitrate. Common sugar decomposes before melting.

Paraffin has one bad habit: it quite easily vaporizes. It is bad, because it makes mixture much harder to ignite and it becomes prone to self-extinguishing because of it. Many polymers also easily decompose producing much gases. Paraffin is used in some specific formulations with more active oxidizers or as a non-fuel additive.

Black powder is actually quite common, but it has very high combustion rate and is prone to explosive combustion, so it is not recommended for beginners. It also requires ball mill to make, and constructing one is time consuming.  

Added: The main advantages of rocket candy are readily available components, simplicity of preparation (no special equipment required), stable burn and safety in comparison with many other compositions.