From Brick: First of all, don't rub it in - that will only succeed in spreading it around. Instead, freeze the wax and then scrape it away with an old butter knife or similar tool. After scraping away all you can, you may need to go back with a little Goo Gone to remove the rest. Afterwards, wash the brick with warm, soapy water.
From Wood: Use a blow dryer to soften the wax and then wipe it away with a soft cloth. Resist the temptation to chip away at the wax. This can damage the wood or finish.
From Carpet: Place a paper bag over the wax. Put your iron on a low heat setting and run it over the bag on the waxy spot. The wax will be absorbed by the paper.
From Fabric: Take a 2-step approach. First, put the fabric in the freezer for about thirty minutes. Then, remove the fabric and scrape off the cold wax. Lastly, use the warm iron and paper bag method to remove the wax stain from the fabric. Finish it off by applying a little straight laundry detergent directly to the stain and washing as directed.
From Hair: If the wax is on the tips of hair, place them in hot water to melt the wax. If closer to the root, or on short hair, massage olive oil into the hair to help loosen the wax.
From Sink/Bathtub: Use a credit card or other plastic scraper to remove the wax. Use boiling water to loosen the wax, if necessary.
From Small items: The easiest way to remove candle wax from small items, like candle holder, is to place them in the freezer. Once they item is cold, remove it from the freezer and tap off the cold wax.
From TV/Computer Screen: Your best bet here is to use the ice cube method to harden the wax and try to pop it off in one piece. If it's especially stubborn, try Goo Gone or mineral spirits.