Milk cartons . They make nice candles of varying heights. I like a grouping of these large square candles, from 2 cm high to about 150 cm. The cartons just tear away when the candles are hard. You can easily make multi-wick candles using the milk cartons too. I love the patina finish on the candles you get when you use wax lined containers like milk cartons or frozen juice cans. These also make great multi-wick candles.
Canning Jars and baby food jars. Warm the jar before you pour the candle, it will reduce the incidence of bubbles forming, and help the paraffin to adhere to the sides of the jar. Glue the wick (with a wick tab) to the bottom of the jar, then pour your candle. The finished candle looks nice with the lid on and a ribbon around it for a gift. Glue whole spices to the lid for more decoration.
Small paper cups. These work well for the beeswax/paraffin blend. When the candles are hard, just tear away the cups!
Yoghurt containers, plastic margarine containers, wax or foil lined cartons such as hot chocolate mix, frozen juice cans . These recycled materials can make many different sizes of pillar candles and multi-wick candles that will look great in a grouping.
Make your own rubber moulds. Use a two-part compound called RTV silicone rubber. You shape the rubber around a favourite item to have a long-lasting candle mould of that exact shape with no seams.
Terra cotta pots of all shapes and sizes are charming filled with a candle. You seal up the hole in the bottom by lining the inside with a little aluminium foil, and the outside with sealing putty. You can paint the outside of the pot with craft spray paints, or use stencils. Other crafters have found it helpful to seal the pot with non-flammable varnish so the wax and colour doesn't seep into the terra cotta.
Galvanized buckets come in nice small shapes, just perfect for candle making as well. Try making citronella candles left in the buckets for outdoor use. Citronella candle scent is available from candle making or craft supply stores.
I recently tried making some 'industrial' or very rustic looking candles using corrugated cardboard. I made a mould from a sheet of cardboard in a cylindrical shape open at both ends for a pillar candle. I set the mould on a paper plate lined with foil. I sealed the base by pressing mould sealant putty all around the outside. Then I sprayed the inside of the mould and the foil on the bottom of the mould with silicone so I could peal off the card board after the candle hardened. I had some leakage when I poured the candle, but after a few minutes it stopped as the leaks hardened and formed a better seal. The candle came out nice and textured from the ribs of the corrugated cardboard after I tore it away. Some of the cardboard stuck to the candle, which enhanced the rustic look. I used 1 part beeswax and 3 parts paraffin with ivory colouring.