You need to obtain the following supplies:
2-4 pounds of Paraffin Wax (the kind used in canning) or beeswax (which is usually expensive)
Candle wick (available at most hobby and craft stores
oils
herbs
candle dye (also expensive) or crayons (for color)
wax paper
a wooden spoon
a double broiler.

Begin by melting the wax in a double broiler. If you don't have one, you can use a large pot filled half full of water and a large coffee tin with the wax in it, sitting inside the pot.

Heat the water to boiling first and cut up your wax so it will melt quickly. Once the water is boiling, turn the heat down and place the tin of wax inside of it. Keep the water hot enough to keep the wax melted but not so hot that the paraffin catches fire (which it has been known to do over high heat).

While the wax to melting, stir with a wooden spoon (never use metal) & make sure it all is completely melted. Also, while the wax is melting, mix the herbs (if more than one) in a small bowl. After the wax is completely melted and been checked, break the crayons up and put them into the wax.

Keep stirring until all of the crayons have melted and the color is even and smooth, with no streaks. Keep in mind that the candle will be a shade or so lighter when dry.  The more crayons - the deeper and richer the color, so experiment.

Next, add the herbs to the wax. Stir with the wooden spoon until it is thoroughly mixed. Next, add 10-20 drops of essential oil to the wax until it smells strongly of the fragrance intended. Now your wax is ready.
Start with a long piece of wick - twice the size of your desired candle length plus 3 inches (you will be making 2 candles at once). Bend the wick in the middle and hold it by the bend.

Dip the wick into the wax and then lift back out. Getting started is the hardest because the wick will float on top of the wax until it has enough wax on it to weigh it down. Allow it to get completely cold between dippings when you first start.

After your candle has started to take shape, you can speed up the process a little. I keep a pan of cool water nearby and dip the candles in the water after each dipping in the wax. While this speeds up the process a little, candle making is a slow process but very well worth the time you put into it.

Keep dipping the candles and allowing them to cool & then dip again. When you have achieved the proper size, hang them to dry until the wax has set but the candles aren't too hard. Then roll them on the wax paper to smooth out the shape. Once the candle shape is too your liking, dip 1 or 2 more times to make sure your candle is smooth.

Trim off any excess wax to make a bottom with a sharp knife. Cut the wick and hang your candles to dry.

~ from Maat's Book of Shadows