These I purchased for $10 USD from a local hardware store called Menards.
They can have thier batteries replaced and there is an on/off switch on the bottom.
Here is what the candle looks like when it's on.
These cotton balls can be bought at a pharmacy for like $1 USD.
Stretch out the cotton ball and hot glue it around the candle.
Spray with black spray paint very lightly all over, then more and more concentrated until it's almost all black at the top and there you go. Takes about 5 min to make one of these.