Devotees light akhand jyoti that keeps burning throughout the nine days of navratris. This jyoti represents the immense devotion for Goddess Durga.
It is also a message to the devotees to never lose hope even in worst circumstances just like the little diya lights even the darkest places. It also shows that devotion will bring the light of knowledge in your life.
According to 'mantra mahodadhi' (the holy book of mantras), any chanting performed before fire (agni or deep) yields better results.
'Deepam ghrut yutam dakshe, tel yutah ch vamatah' Meaning: Diya with ghee should be kept on the right hand side of the Goddess and the oil lit diya should be kept on the left hand side of the Goddess.
The akhand jyoti should be kept burning throughout the nine days. Keep a small diya in case you need to add oil or move the wicker of the akhand jyoti then light the small lamp with the akhand jyoti and keep it aside.
If in any case the akhand jyoti blows out then you can use the small lamp to light it again. Make sure you blow out the small lamp by dipping it in ghee.