If there is enough you can melt them down and pour the melted wax in a jar at least 3 inches wide, but make sure you put a wick in first. To make a wick just clamp a hair-pin or paperclip to a piece of cotton string and dip it in the melted wax, then place it right in the bottom, middle before it cools and sets. It will help to have a skewer handy to lay the top of the wet string on at the top of the jar. Then just pour in the melted wax and wait till it cools and hardens. After that trim the waxed string to about a half an inch or a bit more and light it up.
Just a cautionary note; the other answerers are a little unclear about the melting process. Melt your used wax in a double boiler (an empty pan atop another pan that is partially filled with water.) That way the steam from the hot water in the bottom pan melts your wax. Trying to melt wax any other way can cause it to catch fire.
You can put the whole candle in the freezer for an hour, and when you take it out the wax will come right out. I don't know how you would re-wick them though.
If you heat the wax in boiling water and add a wick with chop stick or ??? and run the wick so it is in the center of the container - Pour the melted wax into the container - be sure to anchor down the wick/string otherwise it will try to float to the top.
A small washer will hold it down.
Not difficult at all.
Have fun doing it.
I have a ton of awesome smelling candles and really want to reuse the wax and keep burning them. How can I do that?