We made candles at my daughter's 9th birthday party. This was very inexpensive. We used blocks of gulf wax and broken crayons for the candle wax.  You can use either an old pot or a coffee can to melt the wax in.  Tie string (about 8 inches long) around the middle of a plastic fork. This craft should be done outside. Place the can of hot wax at one end of a table. Once everyone has a wick, have the children walk around the table, quickly dipping their wick into the wax.  We call this 'dip and go'.  This takes about 45 minutes and the children do get bored of this, so we play a little game as we go along. Such as everyone name their favorite animal, fruit, cereal, cartoon, movie, etc. as they dip their string.  When the candles are long enough, just hang the candles to cool.  The kids got to take home their candles.  This was their 'goody bag'. This was one of our best parties!