I'm not much for spells, but I do like candles for ambience while doing magic.
The above answers about dollar stores are excellent, though often tapers are limited to white, cream, and sometimes red. Their votives, though, have a bit of variety -- mostly based around what scents they offer. And their 7-day candles are safer than pillars, great for posting at the cardinal directions!
I'd suggest avoiding their cheap-o incense, though! It uses cellulose fillers and smells like burning newspaper!
As for other candles, I've realized I eill either have to order online or find time to drive back to a previous employer's dtore about an hour away for color variety. I forget the brand, since the company was bought out shortly before I left, but they make decent quality tapers in just about every color. It's the only place I know off-hand to consistently find black taper candles.
On to incense: I buy it wherever I find it, honestly, as long as I can tell it's reasonable quality. A grocery store near me is discontinuing the line they carry, though, so I will have to find a new source.
For scents, sandalwood is among my favorites, and I take an occasional liking to nag champa whenever I want some pungent floral scent. Spices are also great scents in my opinion, again as long as it's decent quality.
And don't forget about resins and powders! I want a healthier alternative charcoal to rhw self-igniting stuff aince I practice in a small space, but resins and powders can be amazing. I jave a blend of cinnamon, nutmeg, allspice, and cloves from a money-attraction work I did a while back. It smells like cookies when burned!