Courtesy of the Wall Street Journal (courtesy of someone I overheard talking about the article the other day): more than you ever wanted to know about ear wax removal, including the TRUTH ABOUT EAR CANDLING.
In my experience, ear candling is scary—it DOES seem like you might very easily catch your hair on fire—and it doesn't actually do anything (thanks a lot, Satan!). If your ear gets weird, like it's popping from time to time and you feel a little "WHAT?" on that side, I second the put-a-few-drops-of-hydrogen-peroxide-in-it recommendation in the WSJ (it's doctor-approved and Beelzebub-free!). Lie on your side and have a friend pour the hydrogen peroxide in, and be ready: It bubbles insanely, as if your entire head has been filled, suddenly, with hysterically delightful champagne. Then, voila: ear all better! Unless something's really wrong in there.