Homemade candles are easy to make and can be a fun arts and crafts project if you have the right mind-set. The trickiest part is the wicks--the stiffened lengths of material in the middle of the candle that burn down--and even they aren't too tough to put together. They simply need to be treated to burn for a significant length of time and to stand up straight within the candle itself.
Measure lengths of string for your wicks, then cut them to length using scissors. They should be 3 to 6 inches longer than the candles you intend to make. You want 3 lengths of string for each candle you intend to make.
Fill a mixing bowl with 1 cup of water, 1 tbsp of household salt and 2 tbsp of boric acid. (Boric acid is used as an insecticide and can be purchased cheaply at most hardware stores.) Place the lengths of string in the mixture and let them soak overnight.
Remove the lengths of string from the mixture and place them somewhere ventilated where they can dry.
Braid three identical lengths of string together to form a single wick. Continue until all of the lengths of string have been braided into wicks.
Melt some of the wax you intend to use for the rest of the candle and soak the wicks in it until they are saturated. Use a pencil or paper clip to do the dipping, to keep your fingers from getting burnt. Bubbles will start to rise in the wax when the wicks are saturated.
Take the saturated wicks out of the wax, gently pull them straight and dip them into water to cool them. Lay them on a piece of wax paper and allow them to cool for an additional 1 to 2 minutes. Repeat this step if you wish the wicks to be particularly stiff.
Store the wicks carefully until you are ready to add them to the candle. A rolled up newspaper or piece of construction paper works fine. Undyed cotton makes the best kind of candle wick. Any reasonably heavy cotton string will work, however, as will twine.
Though nothing here is actively dangerous, melted wax can cause burns, and boric acid may make pets sick if they get into it. Keep animals and children out of the vicinity while you are making candle wicks.