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Candles are probably the things I've spent the most time looking for secondhand. Unlike almost everything else someone might want to keep on an altar, you're never really done buying candles. I could go down to Ikea and pick up tealights (and at $3 for a hundred or whatever, it'd probably be cheaper overall) but I often find much nicer candles than I would otherwise buy this way. I've been a big fan of candles since way back when I was still living with my parents. I still like to swap out candle holders pretty often; I find it's a good way to brighten up the altar without spending a lot of money or having to find space for new things.
Out of the candle holders pictured above, the only ones I brought home were those matching green ones in the first row - I picked out two tall ones and two shorter ones, since I had been looking for some taper-candle holders for Mara's altar and a matching set of four in the right color doesn't happen every day. They were a dollar apiece, if you're curious.
I find estate sales are often overpriced when it comes to candles. I'm not sure why - probably because there's a surplus at the Goodwill but not necessarily in someone's house, so they price closer to the market value new. Yard sales, on the other hand, tend to have the very best prices on candles and candle holders because the people getting rid of them see them are things that take up space and not as tools. I've found bags or boxes of tealights - the nicer, colored ones with decent scents - for as little as a quarter at yard sales.
You will find some already-burned candles secondhand, and those are definitely going to be harder to use magically. I wouldn't recommend them unless you have a very good reason to pick that candle otherwise (say if it was a really unusual design that is otherwise perfect for something you had in mind) and you have the time and spoons to purify it before using it. In general, though, you'll find plenty of unburned candles and there's no need to bother using something that's already been burned.
If you find yourself thrifting often, you'll soon discover that your favorite kind of color magic is the kind where one color tag is on sale for half off. Keeping an eye out for the sales in your thrift store of choice will often net you some good deals. In my area of the country, most stores change their sale color on Sunday, so that's the day you'll find the widest selection of merchandise on sale. Most stores won't tell you which color is next, but it only takes a few weeks of keeping track to know for sure. If you know the candle holder you're looking at will be half price next week, you can make a more informed decision about buying it.
All of the pictures in this post were taken in thrift stores in my regular "circuit," and I know a lot of people don't have access to as many stores as I do. Even if you only have one or two thrift stores in your town, it's worth visiting to get a feel for their strengths and weaknesses.