• See how to make new ones from ones you thought were no longer useful:  http://www.wikihow.com/Recycle-Candles 
• Reuse them to make garden candles ( doesn’t mattter if they are a bit smoky out there - you can add citronella oil to keep bugs at bay too. All you need is some wick string from the craft store (soak this in the melted wax first before pouring the wax and it will burn better. You can use terracotta plant pots for the containers – cover hole first though! If it's a wide pot you’ll need multiple wicks.
• With old wax you need to get rid of, you might be able to sell or give it away on a classified ad or material exchange site, some people look for that kind of stuff to make other candles.
• List them on Freecycle for others who might use them.
• Another ideal is to fill in mouse holes or bug holes in house with mush wax, they wont eat through it.
• Make fire starters from them. Save your cardboard egg cartons. Fill each cup and the top with dryer lint. Melt your saved wax/candles in a clean can (not coffee cans due to the rim) in a larger pan of medium-hot water. Pour the melted wax over the lint, drenching each cup so that it sticks to the cardboard. You’ve now recycled 3 items and can get a wood or charcoal fire started easily without the danger & smell of lighter fluid.
•  More fire starter, use paper egg cartons and wood shavings or sawdust, then top off with wax. Usually burns 10 min. to get your fire going.
• Use it for a mini stove when camping. Fill a tuna can with sawdust then poor melted wax over the sawdust. Let harden for 36 hours then volia your own camping stove for no money cause it’s all recycled

If you don't reuse wax,you can put it in the garbage as a last resort. You can scoop it into the garbage with a spoon, or melt or freeze to get wax out more easily. Toss the wicks.

The cleaned glass jars and metal tins can be recycled curbside in most places