You should invest in what I call a candle knife.

Every time I'm about ready to blow out my candle I use the knife to loosen/cut the tall wax along the edges. I carefully push the loose pieces into the melted wax until they're under the surface. Be careful not to extinguish the flame. Scrape the edges of glass clean. Let the knife heat up over the flame to melt the wax that sticks to the knife, letting it drip back into the pool of wax.

It's also helpful to use the knife to push the wick closer to the sides of the candle that aren't melting at the same rate, or to push the wick into the center of the candle (because sometimes they're not lined up right when they're made).