If you're unfamiliar with advent wreaths (or need a quick refresher), there are four candles around the wreath. You are supposed to light one per week for the four weeks leading up to Christmas. There are three purple candles and one pink.
I just bought a small box of simple, white, tea light candles and wrapped colored ribbon around them to make them colorful. I wrapped on piece of colored ribbon around the top and the bottom of each candle, then used a shiny, silver and white, floral ribbon to cover the middle part of each candle. I used glue to secure the ribbon in place.
I then also used glue (lots of it, and some strategically placed wreath branches) to secure the candles to the wreath. Once the candles are in place, you can start securing the small ornaments to the wreath, also with hot glue. You could also use pine cones, flowers, or any other kinds of holiday-themed embellishments. I just found a box of really small pinkish purple ornaments that went perfectly with my colored ribbon.
Now you're ready to light your candles in preparation for Christmas!