Another variation on this is to use standard balloons. Fill the balloon with water, blow some air into them to give a little more flat surface to the top of the water. Tie the balloon off, and set in a bucket (ice cream bucket works well) with the tie facing upward. Then monitor as you freeze them. When the ice walls are about an inch or so thick, pop the balloon. After you pop it, the ice balloon is left with water sloshing around inside. If the top (the side that was closest to the tie) is frozen over, chip through so you can both empty the remaining water, and easily place a tea light candle inside. These are beautiful! A little tip- they'll look clearere and more like glass if you fill the balloons with warm-hot water. DIY Maven, thanks for reminding me of how much fun luminaries are!

Followup to Mansabar's ?'s: I use standard sized ice cream buckets and a 3 cup tupperware container type thing for the center hole. Plastic peanut butter jars work great too. I use tealights in those aluminum cups so they'll burn out before they can catch anything on fire. But, if the tea lights would melt the ice, the water generated should keep any flames at bay!!