I did it 2 years ago. Ifound a great site tha tsold all necessary items and were a small southern store. The yhad a message board where you can ask questions etc. with quick results. Of course, I have lost the name and link but if you do a web search there are many companies. I know all in in all I spent less than $15!! I was doing it for Christmas gifts but DS was a newborn and I was too busy with him and messed up alot of wicks, but it was actually soooooo simple! I was rushing, but there is nothing to it!
I just received my kit! I comes with a huge bag of wax chips, 3 scents, wicks, and stuff to color them. And it was only $15! They are totally easy to make; you can even microwave them. When the wax melts it can be used as lotion, too.
Unfortunately now I can't find the email address. My MIL ordered it for me, so I just sent her an email asking for it again...sorry, I thought I was going to be more help. I'll let you know as soon as she sends me the info.