The easiest way to clean your votive candle holder is to never let the wax adhere to the glass in the first place. Here is how to remove candle wax from a candle holder:
Simply add about 1/2" of water before inserting the candle into the holder and then use it as normal. The water in the bottom prevents the wax from sticking to the glass. The votive candle will simply pop right out when it's time to replace the candle.
There may be a little soot and minor wax but nothing a quick, soapy bath won't fix.
If you already have wax on your glass, there are a bunch of videos that suggest the following methods for how to clean candle holders: boiling in water, microwaving, and freezing. Some folks have cracked their glass votives by using these alternatives. So, please use caution. Watch this video explaining how to clean wax from a votive candle holder for a visual process.
Again, the best tip is never to let the wax adhere to the glass in the first place. You can always use refillable oil candles and never have to worry about a waxy mess again.