I’ve made lamps from liquor bottles. Easier to drill a hole in the bottom than to cut off the whole top. Not quite candles but probably the same basic premise.
Fill them with something - I’ve done coffee beans, crushed glass, colored beads, empty bullet casings, etc. I do usually try to find bottles that don’t have labels at all, but if it’s got a label I leave it there. That’s part of the charm, I guess, if you want to call it that.
Find visually interesting bottles with visually interesting labels and see what you can come up with. My favorite so far have been the bullet casings in a Hotel Tango bourbon bottle (military/MRE themed, looks sorts like an army canteen) and a beach color gradient of crushed glass (sand/white/dark blue/light blue) in a Bumbu rum bottle (looks pirate-shippy).
Not everyone’s cup of tea, for sure, but for me it’s a fun little waste of time to put them together and to think of ideas for what kinds of fillers would go with what kind of bottles. And it’s done as a “give one lamp as a gift to someone who would like/appreciate it” kind of thing, like the Hotel Tango one was for someone who used to be in the Army. I don’t just fill my house with empty liquor bottle lamps as a monument to alcoholism or anything. That would be super weird.