I love this idea. I plan to make some for gifts.
http://msdawn.com/masonjarcandles/
Those are great! 
I wonder if I could do that the empty wine bottles I’ve been saving?
Why not? If a Coke bottle will work, any bottle should. I’d keep them smallish for gifts, the more oil, the higher the cost and who knows if anybody I’d give them to will actually use them?
I’m thinking shells in the jar would look pretty. Or some of those colored glass “stones” that I see at the dollar store.
Those are really neat. My boys would get a kick out of collecting stuff to put in there. I wonder how long greens and pinecones stay looking nice in the oil?
Good question. I wondered the same thing. I’ve been thinking about rocks and stuff.