I decided to try my hand at making ice luminaries this winter. It turned out to be really quite easy. All you need is some water, plastic buckets, candles and sub-freezing temperatures.
To get things started fill some plastic buckets nearly full of water and then put them outside to freeze. I discovered it works best to place the bucket on some snow, so that the bottom doesn't freeze (this eventually becomes the open top of the luminary). I tried making ice luminaries on a unheated cement porch, and the bottoms froze over.
It is better to light a candle than to curse the darkness!