Your surprise and search results cracked me up!
I've done the ear candling thing. I feels like it does clear your ears and there is a pile of crap inside the end of the tube when you open it up after you're done.
However, I have heard people have burnt the candle without putting it in their ear and the same crap was found. They say it doesn't do anything and the crap you see is just from the burning of the material itself. (?)
I've never tried that experiment and I'm not really sure how I feel about the hole thing for sure. The conclusion I came to was, it's kind of kool to try but really, the body knows what it's doing and how to best deal with stuff... colds suck but just let it do it's thing naturally! ;)