I started out with nicely shaped empty bottles from my kitchen and dining table like olive oil bottles, vinegar bottles, wine bottles and also some larger square ones from the craft shop. I added beads and glass stones, marbles, seashells and a few silver or unusual beads. Some have stickers on one side so you can actually turn the bottle if you want and have a clear view with no sticker making them variable.
I found colored lamp oil and added it but note that I learned that keeping them in the sunshine like a window will fade the color a lot. Also you can use the original lid IF its METAL and pick up some wick string at your local hobby shop and if not they should have the little metal wick combo tops available.
*IF you use the original cap you HAVE to drill a small air hole in the cap somewhere beside the wick or you will end up with weepie wicks and oil all over your tables! Learned that the hard way...LOL
You can add ribbon around the neck or chain or glue things on the sides.. whatever your fancy ;-).
Recently I started using liqueur bottles of different friends favorite drinks and stringing some silver beads or trinkets on jump rings up the wick for an attractive effect. They make a most enjoyable personalized gift.