No difficulties at all with tealight candles: the wax formulas are really simple, the candles themselves come in two sizes only and they are easy to make with limited tools or supplies. Although the latter will depend on the method you choose to make them.
If you pour the wax directly into the aluminum or polycarbonate cups, all you need - besides the classic wax melting equipment - are these cups and wicks that fit tealight candles (more info below).
But if, for some reason, you would prefer to pour the little candles in a mold and later, when cool, insert them in the cups, you will of course need some kind of tealight mold.
Like I said in the introduction, the fact that tealight candles come in only two sizes allows for mass production and low pricing of the aluminum cups. This means you can get these cups at really sharp prices.
Tealight cups are extremely simple : nothing more than a small preformed aluminum cup with a round pit at the bottom to host the wick tab (diameter of 15 mm) and four tiny pits that function as "feet" for the cup. These feet keep the (potentially hot) bottom of the cup away from the surface on which it stands.
Nowadays, translucent tealight cups can also be purchased, made of polycarbonate or glass. They are more expensive than the aluminum ones but they are also much nicer to hold colored tealights, especially if you make them with candle gel. Unlike aluminum cups, you may be able to find them in other shapes that the regular, boring round shape. Odd shapes are pricier to purchase because their production is limited compared to their round counterpart.
The favorite wick for tealight candles is a cotton-cored or zinc-cored wick, coated with a layer of wax.
The core of the wick helps it stand straight while pouring and the wax coating allows the wick to burn better the first time the candle is lit.
A coated wick of the type 34-xx ou 36-xx (xx stands for the speed at which the wick goes through the braiding machine) will do the job perfectly!
If you wish to, you can make your own tealight wicks. To this effect, you will need to purchase a wick spool and bulk tealight wick tabs, cut the wick in lengths of 35 mm and secure them, using pliers, to the wick tabs.
The wick tabs I am talking about are standard tabs, round, about 15 mm in diameter. Their "neck" must be about 3 mm high; this is a security measure to avoid overheating (and potentially ignition) when only a few millimeters of wax remain at the bottom of the cup.
Of course, if you want to save a lot of time, you can also buy the wicks in bulk, coated, cut at the right length and tabbed; the price is higher, of course, but you can start pouring right away.
You can purchase specialty wicks that work perfectly with tealight candles. A few examples are the TL series, the ECO series (in size 0.5) or the STABILO series (formerly CD and CDN) (in size 2 or 3) from Wedo.
For those who prefer making tealight candles in a mold rather than pouring them individually in their cups, don't forget you will need, he he... a mold !
Two models are currently available: in rubber or in polycarbonate.
Both models usually let you make 15 tealights in one batch but the rubber molds have one big advantage : they normally come equipped with small metal pins (see picture above) that you plug into the mold prior to pouring and allow you to thread a wick directly through the created hole without the need to drill through the candle. Works pretty much the same way as votive wick pins.
Polycarbonate molds are less expensive to purchase but require more work at the end since they can't be equipped with small wick pins. This means that, when the candles have cooled off, you will have to drill through their center with a small crankshaft to let the wick through.
It's your decision whether the time you'll save is worth the price difference between the two models...