Silver taper candle holders, votives, small candle holders, and tealites or tealite holders make good choices for favors.
You can also sometimes purchase plastic molds that are shaped like taper candles, which allow you to make a taper candle in much the same way you would make any other candle in a mold.
Finally, the project most people probably think of when they think of making taper candles is the process of dipping a piece of wick into a coffee can or specially designed taper candle making melt pot.
If you've never made a taper candle before, you might want to start by making a beeswax taper.
Sometimes you can find taper candle molds made either of plastic or metal at your local craft store.