Colored wax. Some craft supply or candle-making stores will have blocks of it you can buy (costly but professional), or you could try melting old crayons (these will smell awful but practically free). You can also try mixing food coloring with molten wax. Either way the process is: Melt and paint on with a toothpick for fine details and a cheap paintbrush for larger areas. There are some other craft paints designed to stick to wax, and a lot of people wrap candles in thin parchment or rice paper and draw (or print) on that. You can apply thin coats of varnish to a finished candle or a thin coat of uncolored wax to protect your design.