It is very easy to remove wax from a candle holder and the technique varies depending upon what the material from which the candle holder is made.
Glass or Metal Candle Holders
If you have a glass or metal candle holder, such as crystal, silver or brass removing the wax is very easy. Remove the candle and allow the wax to dry. You can put the candle holder into your freezer to make the wax more brittle. After the wax has hardened, use the end of a rubber spatula or some other such tool that doesn't scratch to pop the wax off.
If the wax has penetrated into carvings or an uneven surface then you need to soak the wax off. Put the candle holder into a pan or heat proof bowl that is deep enough to cover it completely. Fill to covering with very hot water and allow the candle holder to sit. The wax will melt off, reform on the top of the water and harden as the water cools. Then skim off the wax, put it in the trash, never down your drain, and your candle holder is clean. Repeat if any wax remains.
Wood Candle Holders
For wood candle holders repeat the above instructions, but do not immerse in water. Instead, continue to scrape gently with the scraper until only a film is left, then use a soft cloth to polish the wax away from the wood. If you need to remove wax from any other surfaces, go here.