The tools and methods used for candle making have changed very little over several thousand years. Specialized supply houses for candle makers exist, but most crafts shops stock everything you need to create candles at home: Paraffin, beeswax, wicking, molds, wax-dye pellets, and wax hardeners.
There are four basic types of candles: rolled, dipped, molded, and votive. All of these are simple enough for children to make -- with proper supervision, of course. The candles here are made from sheets of solid beeswax; virtually smokeless and dripless, candles made from beeswax are also naturally fragrant with subtle hues.