For wicks, you can use candle wicks or cotton string mop strands. Divide the mop strands until they're about the thickness of a candle wick. You may need to experiment a bit to get the right thickness, especially if you use them for just wax candles.
Cut some lengths of wick, according to what you need and dip each one, one at a time, in hot wax and allow to cool. It's ok to not dip the end where you're holding it. You simply need enough wax to stiffen the wick so it can stand upright. Do try to get wax close to the end, though, just pinching the very end with your fingers.
For pre-dipping my wicks, I use a regular candle and once there's enough liquid wax, I blow out the flame and dip a bunch of wicks, one at a time, but several per session. I might also simply melt wax in a container, over one of my other lamps, using one of my candle furnaces.
I love using plastic bakery clam shells for allowing my pre-dipped wicks to cool and then storing them in! They can withstand a bit of heat and don't stick too badly to the wicks. Most come with lids, but even without a lid, they store just fine in the cupboard!