Simply collect some interesting leaves whilst you are out and about - we visited a local woods to collect ours. The leaves wont stick if they are nice and dry, so if you need to, lay them on kitchen towel to absorb any moisture. We used a telephone directory to press our leaves in - they are perfect for this; the finish of the paper allows for any moisture to be absorbed, plus as we no longer use ours, it's a great way to make use of something that normally ends up in the recycling bin! Set your leaves out carefully so that they are not touching each other, and leave half a dozen pages between each set of leaves. Then pile half a dozen heavy books on top of your leaf-filled directory, and forget about it for a couple of weeks!
We left our leaves for about 3 weeks, until a rainy afternoon prompted an indoor craft project. We found that the green leaves that we had pressed stayed pretty much at their original colour, but the leaves that were showing autumn colours had continued to darken up.
To attach the leaves to the candles is a really simply process. You are aiming to soften the surface of the wax just enough to adhere the leaves to it. We filled a cup full of boiling water for each of us, and dropped a couple of spoons into each. We positioned our leaves, and covered them with a piece of grease-proof paper. We then simply applied the back of our hot spoons to the leaf through the paper. We found that holding the spoon in one area for about 10 secs before moving it, was what it took to get the leaves to adhere well. As the spoon starts to cool down, simply drop it back into the water, and use the other whilst the first reheats. Once you can no longer lift the edges of the leaf it is well stuck and you can move onto your next leaf.