How can I get all of the wax to burn or melt?

Do candle lamp warmers get the wax at the bottom of a tin? I bought the mug warmer type, but it stops working on lighter weight candles, such as the Trader Joe's tins. Will a lamp help me get every drop? If not, what's the point of using one versus the coaster type? So far I start with a regular burn (on all candle types) and use my warmer when the wick disappears. What's the next step for scents I really love?