I used old crayons from my classroom. My son and I peeled off all of the paper. I purchased some foil muffin tins that I cut apart and created a make-shift double broiler.
Once the crayons were melted, I poured the wax into the molds. Sine it was winter, I didn't have to put them into the fridge to harden. If you're doing this in the summer, the fridge will be your best bet to get the wax to harden.