I've been experimenting with making fire starters for about a year. Some have been successes and some have been... learning experiences. I can't stand to pay for things I can make, and I have plenty of time on my hands (relative bachelor with no kids).
My first attempt involved scentsy wax and dryer lint, and was a learning experience. They burned, but the dryer lint smelled like burning hair and the scentsy wax doesn't smell good when ignited rather than warmed.
The next time I had some sawdust I'd swept up after building shelves. Most of the sawdust was pretty coarse from drilling the holes for the capscrews, which I've found to be ideal. I bought a cheap unscented candle (cheaper than canning wax) and melted it on the stove (admittedly not the best idea). Then I poured the melted wax over the sawdust in a pizza box (bachelor) and used scrap pieces of wood to mix it up. After it cooled I cut it up into 1" square(ish) pieces. A lot of the pieces ended up different sizes. This formula was successful, but it was a lot of work and a lot of mess. They lit easily, burned hot and long, and stored easily.
My next attempt involved melting wax again and dipping lump charcoal (can't remember what brand) in it. After I dipped the lump charcoal pieces, I immediately covered them with dryer lint so they'd light easily. I thought this formula would be fantastic, but they didn't light well and were an even bigger mess than the second formula. This formula was a learning experience.
The most recent formula, and the one I think I'll stick with is also the easiest. I use the coarse sawdust from the second formula and still use the cheap candle wax. I had started to scrape off the candle wax with a steak knife to make it melt easier when I realized I could mix the powdered wax with the sawdust before melting the wax. I'd try to guess a proportion of wax to sawdust but it would be just that. I put enough wax so when I squeeze a handful of the mix it holds in a ball. Then I grab one sheet of blue shop towel and put a ping pong ball size handful of the wax/sawdust mixture in the towel and crumple the towel around the mixture. Then just put it under the chimney and let it go. It burns just as well as any other and might be cheaper (I haven't calculated it but at least it keeps me away from the TV). This formula is my favorite because it works and I don't have to make a mess in the house or risk burning the house down.