Here comes a very brief overview of the things a glue gun can do for you.
The glue gun is the most common (and less expensive) way to secure your wicks to the bottom of a container. Its relatively low price (around 15 dollars for a good low-end model) makes it a good alternative to the other methods, especially if you're making a lot of candles. You can find it in almost any do-it-yourself store and they all tend to use the standard-size glue sticks.
Besides wicking your containers, you can also use it to apply decorations to your candles or to a container.