I have several large zip lock bags full of all the stubs and chips of burned down candles. I keep like scents in the same bag.
I have several of the little potpourri burners that take a tea light in the bottom. Purchased most of these at the dollar store. Tea lights are relatively cheap.
I put pieces of the saved candles into the top and light the tea light inside. You get a lot of scent out of those leftovers. Often more scent than you had when you burned the candles.
Ussually the candle wax turns white or pale when the scent is used up.
With this method you still have the wax left over to use on firestarters made with either dryer lint or pinecones but you know that you got the last little bit of scent (the reason that you bought the candle to begin with) out of it. You could always reused the leftover wax at this point to make yourself more tea lights if you have access to wicks!

This would be particularly frugal too!