For the record? I know next to nothing about candle making. So here are some tips!
I've made poured candles, molded candles, little muffin tin votives, and rolled beeswax candles. (My sister said I once made a candle that exploded in her living room - that was in my more experimental "let's see what pretty leaf designs I can make" stage) The easiest and most satisfying way to make candles would be rolled beeswax. When I was looking into this I learned some interesting things:
Paraffin wax is the most commonly used wax to make candles. I read that it is equivalent to having a burning cigarette in your home. I can't find where I read that and again, I know next to nothing first hand. There is a decent article here. Google will get you many, many more.
My favorite resource is Knorr Beeswax. I ordered from them late into the Christmas season last year and the wax and wicks arrived with directions very promptly. They have a fabulous selection and much better prices than in the stores. As for on line pricing, they were also one of the better sources. Choosing the right colors with the computer swatches available isn't fool proof, but I liked most of what I got (except "natural" which I thought meant natural coloring but ended up the color of makeup foundation). Last year, I ordered 20 sheets of beeswax (which will make 40 taper candles) and a long length of wick for $35, including shipping.
This is a simply wonderful gift for children to make. You cut the beeswax to the size you want (there are directions in the package) and have the children measure out the length of wick needed. Press the wick into the wax and help the child roll up from one end and press in the seam at the end. It is really easy to do as a group and there is almost no mess at all.
This was a project I did with my daughter, niece, and nephew last year. They all took turns making candles for the ladies in the family. We packaged a set of three matching candles in a clear cellophane bag with a pretty bow. Then I let the children trace cookie cutters onto card stock for tags to attach. On Christmas morning the children took turns handing out the packages to the ladies. I think the gift givers and recipients were very pleased in the end. Making these candles with the children is one of my happiest memories. This would also make a lovely group project for Candlemas in February or perhaps for the first Sunday in Advent.