Wax stains are a pain, aren't they? They're resistant to soap and water, and if you try too hard, you can ruin whatever you're trying to clean! 

There are three ways to remove wax:  cold, heat, and trauma.

Cold will harden the wax and make it constrict, pulling it away from the stained item. This method poses little risk to the item (unless it can't take cold). 

Heat will melt the wax further, and you can then absorb it. There is a risk that you won't get all the wax off and you'll end up with a larger stain, so try the cold first.

Trauma basically involves scraping the wax off, usually resulting in damaging your item. 

The first method you should try is cold. Why? Heat melts the wax and spreads it around, and trauma inevitably damages whatever the wax is on. For anything hard and non-porous, like candlesticks, this is the best and only method you'll need.

Take whatever you have with wax on it and put it in the freezer. For something kind of dirty, like your shoes or boots, wrap it in a plastic bag first-- the cold will still get in, but your foot smell won't invade the ice cream.

Leave it overnight. You want that thing to be frozen all the way.

In the morning, take out the affected item. The wax will be hard and crackly. In some cases, you can peel it right off. In other cases, you might need to brush it gently with a soft brush to remove it (a toothbrush will do in a pinch).

If the object in question is too big to fit into a freezer (I once had to clean wax off of a hardwood dining room table), take a bunch of ice cubes or freezer packs and lay them on top of the item. When it's as cold as you can get it (usually when the ice is starting to melt in earnest), gently peel or scrape the wax using nothing stronger than a toothbrush or your fingernails. 

If you still have wax after you've frozen the item, it's time to apply heat.

You will need an iron and ironing board, several paper towels and newspaper, and possibly an absorbant cotton cloth, like a wash cloth or shop rag.

As with anything involving an iron, use caution and follow the iron manufacturer's directions for safety. Make sure you turn off the iron when you are done. 

1. Heat the iron. Start with low heat.
2. Lay the wax-stained item as flat as you can on the ironing board.
3. Place an absorbant towel or shop rag on top of the item, covering the stain. If the item is flat enough, place a second towel under the item, to absorb any wax that seeps through. 
4. Move the iron over it, keeping the iron moving the whole time.

Most likely, you will get most of the wax out, but not all of it. You can repeat the process if you wish, bumping the heat up a little bit. Do not exceed the recommended heat for the item's material-- for example, if you are trying to de-wax a nylon jacket, do not put the iron on hot. The nylon will melt and can cause very bad burns.

Trauma is the last resort, and the worst way to remove wax from something. This method usually involves a knife or scraper and some elbow grease.

Inevitably, you will slip and the scraper will gouge a nice hole in whatever you are trying to clean. Since this method results in more damage to the item than simply having a wax stain on it would, it is not recommended. EVER. 

Was the candle colored or scented? Unfortunately, dyed in wax colors and scents like citronella oil can stain your item more or less permanently. After you've removed the wax, rigorously rub the item with Ivory soap and then wash it as normal. If the stain doesn't come out at that point, the chances are, it never will.  Sad, but true, but at least you'll have a nice memento of your candle-lit dinner.