I don't have any secrets about how to buy the candles for less, but I can share a secret about how to make them last longer:
Know how jar-type candles are wonderful in the beginning, and by the end they've sort of burned down in the middle and there's a good bit of wax left around the edge? I saved up a bunch of candles that could no longer be burned -- I had a couple medium-sized Yankee candles, a couple small Glade candles, and one medium-sized candle from Bath & Bodyworks (?). All were jar-type candles. I also had a couple pillar candles.
I used a kitchen knife to cut out the wax from the jars. It wasn't hard to get it out at all; after the first big chunk came out of each jar, it was very easy. I discarded the tiny wick junky-pieces from the bottom. I bought wicks at the craft store -- I think it was $2-3 for the package; I made about five candles, and I have enough to make candles again.
The most efficient method I found was to fill a small jar as tightly as possible with chunks. I used a bamboo skewer to keep the wick standing straight up, and I pulled it out only after the job was finished.
I put the wax shavings and wax from another candle into a glass sauce pan and melted it (it melts FAST) and poured it over the wax chunks (don't fill the thing quite full). Because it wasn't completely melted wax, the candle cooled quickly and there was no problem with the center "dipping". Broken crayons are also a good addition to candles, and they're free.
It worked GREAT, and it was a nice recycling project. I've made candles "from scratch" before, but working with the chunks of wax was easier and faster.
Some of my recycled candles came out better than others. Most of my candles had multiple colors; for example, one had chunks of blue wax, and I poured in yellow melted wax around it -- that wasn't my most attractive finished product. In most of my candles, the scents were fine, though more subtle than the originals.
The wax from the Bath & Bodyworks candle was far superior to any other; it was softer and easier to cut, and I especially liked the scent. The Glade candles, with their straight sides, were the easiest to empty, and their small size was nice because I didn't have a great deal of any one particular wax. For recycling purposes, the medium-sized Yankee candle jars were superior to the large jars; they filled more nicely and were more practical for using up left-overs. The cheap-o pillar candles were a disappointment, though they were easy to chop up, and they were fine for melting and unifying the chunks of "good stuff". I also bought a piece of plain white candle-making wax, and I used a portion of it at the very end when I was out of "the good stuff". I wasn't as pleased with that. I liked the colors, even when mixed. Next time if I don't have enough left-over wax to finish one last candle, I'll just put aside my chopped wax in a ziplock and save it for the next go-around instead of resorting to purchased wax; after all, my purpose was to recycle the old candles, and spending money (beyond the wicks, which are unavoidable) was rather counter-productive.
In all, I spent about 45 minutes turning a bunch of old candles into a few new candles, and I've put a box over my washer/dryer to collect old candle pieces. The was poured right out of the glass saucepan (which is one of those clear amber colored pans by Revere Visions) and was very easy to clean up. No mess at all. Most of the candles turned out to be attractive, even if they weren't quite as nice as the originals.