After making my initial homemade fuel sticks, I've collected enough wood chips to make them using an ice cube tray. I'm really liking the results because they will be uniform in shape, be denser, and not need cutting to fit on the soda can stove bottom.
I was able to find paraffin at a thrift store, but old candles, dripped wax, or a combination of all three can be melted together as well.
I wrote the page about fuels which is linked to this blog. Of course, I didn't include the various things I burned to boost the cooking time of Esbit or hexamine tablets when supplies ran low. Once I'd get the tablet going, any peppermint candy wrappers or alcohol soaked cotton balls (used to wipe down body parts for hygiene) or maybe a pine cone would be added to give me just a little more heat. This really comes in handy when its cold out. But let me warn you. Some hiking partners object to smelling this or have "environmental issues".
To each their own.