@fBoyle-- Ear candles actually do not pull any wax from the ears. That's just the residue from the wax coating of the ear candles. So technically, ear candles will not help with wax buildup.
However, I do believe that there might be a detox effect of ear candles much like Chinese cupping therapy. Burning cotton inside glass cups create a suction on skin pulling out toxins. I use cupping therapy when I have back pain or an upper respiratory infection. It's really very effective. Ear candles really use the same idea. They create a suction which will pull impurities from inside the ear, even if it doesn't actually remove wax.
I'm not a doctor though and I'm not trying to encourage the use ear candles. I'm sure that it could be dangerous if used improperly.