You can buy cinnamon sticks in bulk at the grocery store.

Cut cinnamon sticks the same height as your candle. Have a pan of boiling water the same height as your candle.

Hold the candle by the wick and quickly dip candle in the boiling water. Lightly press the cinnamon sticks into the candle.

To finish the candle, tie around the middle with a piece of jute rope or raffia.

Variations
Replace cinnamon sticks with dried flowers.

Replace cinnamon sticks with dried whole chilies around the bottom third of the candle.

Sand Casted Candles

If you have some experience with melting your own wax, and have the wicks, weights and a double boiler you can make some really nice Sand Casted Candles. This can be done at the beach, if you're allowed to build a fire there, or use the kids sandbox (clean sand!) or make a smaller version of a sandbox just for candle casting on top of a work table.

Step 1: Carefully melt your wax over a campfire or on the stove, using a double boiler. You will need roughly TWICE the volume of the scoop area, as the wax seeps into surrounding sand. Once melted, add any fragances or color and blend through carefully. You can use colored crayons if you don't have wax color blocks, just smash them into tiny pieces first.

Step 2: Wet the sand where you will be casting your candle. Now carefully scoop out an area SMALLER than what you want for the finished candle size ... it will be larger once it sets up and you raise it out, as the wax will seep a good inch or more into the surrounding sand. Carefully check the edges of your scoop area and remove any unwanted debris: roots, dirt chunks, leaves, etc. Pound the sand tight! You can also try using the bottom of a small bowl to create the scoop... just press down hard, and twist slightly back and forth to create an indentation.

Step 3: Cut a length of wick twice as long as your scoop area is deep. If the candle scoop area is 3 inches deep, cut your wick 6 inches long. Attach a candle weight to one end. (In a pinch, I've used small bobber line weights, the ones with the eye hooks!) Now find a stick long enough to extend over the entire diameter of your scoop and take the top of the wick and wind it around until the stick lays securely on the ground, pulling the wick taught with the weight centered in base of the scoop area.

Step 4: Using a hotpad, bring the melted wax to the scoop area and slowly start pouring it in, working around the edges first. You may want to let the edges set a little before finishing the fill. Now, go away and give it time to harden! Depending on the scoop size, this could take several hours, or even overnight.

Step 5: Once you're positive that the candle has completely hardened, carefully dig it out from the sand. Remove loose sand, trim the wick, and put your masterpiece into a macrame plant hanger for display or gift giving, or onto a fireproof surface for burning. You may need to flatten the bottom by carefully trimming it for usage on a flat surface, or use it in a large rounded incense burner type vessel.

Note: If you're doing this at the beach, take along some old newspapers and a cardboard box to wrap them in to transport them home again. It'll save getting sand all over your car seats!