I use glass containers, and decorate them with raffia and a simple bow. This would work nicely on pillar candles too. Craft stores sell many different colors of real or synthetic raffia. The latter is easier to use.
I attach a tag to the bow knot with the candle fragrance name written on one side, and the warning label on the other. I don't paste labels directly to the glass anymore. I've never seen a label that isn't distracting, or one that I truly like, even the ones I make myself on the computer.
Attaching a tag to the bow instead gives customers the option of just cutting it off.
Candles in pretty glass containers need no additional wrapping. Pillars could be wrapped in white tissue paper and closed with sealing wax. Simple is better.