The best way to clean the ears at home is with ear wax softening drops (i.e. Debrox, Murine or a generic version) used to first soften the wax, then flushing the ears with warm water and a small ear syringe (available at pharmacies). Before you stick anything in your ears, check with your health care provider to be sure you do not have any medical conditions that might make home ear wax removal dangerous. In other words, if you have a hole in your eardrum or have had surgery on your ears, it is best to have an Ear, Nose and Throat doctor remove the wax.
As far as ear candles go, I am not at all a fan of using lighted sheets of wax and wick next to the ear or hair. There is no proof that they are more effective than traditional rinsing, and according to an ENT doctor I have worked with, these ear candles can be very dangerous. Please speak to your ENT doctor before using wax and fire near your head.