Learning to make your own candles is an excellent way to provide ambience, subtle lighting, and character to your home at a low cost. Once you've made the initial investment in a few basic materials, you can make endless varieties of candles for years without buying much more than wax.
A few good suppliers:
Candlewic (http://www.candlewic.com/)
I'm automatically drawn to these guys because they are a family-owned business. But beyond that, they also have a lot of selection, helpful articles, and great prices on candlemaking stuff. If you're an avid online shopper like me, you'll enjoy their excellent website. They also periodically run wax sales - time to stock up!
Lone Star Candle Supply (http://www.lonestarcandlesupply.com/)
Pacific Northwest Candlemaking Supply (http://www.nwcandlemaking.com/)
