Rosco ( http://www.rosco.com ) do some reasonable nine volt candles

Rhett Bryson recommends Candle Lite Unlimited for 9V powered candles :

Distributor:
     City Theatrical Inc.
     752 East 133rd. St.
     Bronx, NY 10454
     718-292-7932
     718-292-7482 (fax)
     http://www.citytheatrical.com/

Manufacturer:
     Candle Lite Unlimited
     2335 University Avenue
     San Diego, CA 92104 USA
     Phone/Fax: (619)280-2493
     Pager: (619)685-0801
     Contact: David C. Johnson

Some speciality flicker dimmers are available from
     RA Gray, Division of Communications Company, Inc.
     9181 Chesapeake Drive
     San Diego, CA 92123 USA
     Phone: (619)560-4162
     Fax: (619)560-1923
     Email: RA_Gray@CompuServe.com
     Contact: Kevin Cutter

I've seen one home-made technique that's simple and works well:

Get a real candle & drill out space for a 1.5V AA battery inside. Take
two low voltage light bulbs. Carefully smash the glass capsule of one of
them. Connect them in series (parallel?) and mount them at the top of
the candle.

As the actor moves around stage the air moving past the bare filament
varies it's resistance, making the other bulb flicker, dimming in the
breeze.

If anyone's used this and remembers the details drop me a line -
ratsfaq@blighty.com

TCI have a more complicated approach at
http://www.etec.org/tci/howtos/electric_flame.html

Scott Keszler ( keszler@rrnet.com ) of SRK Consulting (
http://rrnet.com/~keszler/ , Tel/Fax: 1-701-234-9150) makes candles
similar to candle-lites, with three tiny bulbs embedded in a tinted
plastic 'flame' driven by a flicker circuit.

Scott builds to order, and will sell you the mechanism and flame for $16
or custom built candles (with built-in or external switch, battery or
external 9V power etc.) for $20. He can also provide spare flames and
bare PCBs. There are pictures and more information available at
http://rrnet.com/~keszler/candles.html

Lighting Technology Group ( www.lighting-tech.com sell a range of
Electronic Flicker Candles. I have not used these and have no idea how
good they are...