According to Martha Stewart,Candlelight may be romantic, but there's nothing lovely about prying or scraping melted votives out of their holders. Not only is it ineffective; you also risk scratching or breaking the delicate glass. Instead, try this trick: Place the glass candleholders in the freezer for a few hours. Once frozen, the wax will shrink just enough to pop right out.
Somewhere along the line she also suggested a tiny bit of water in the bottom of the votive before you start burning it. The water will keep the wax from sticking to the holder in the first place. The wax will floats on water and when the candle burns out, you can usually just pop it off the bottom of the glass.