It seems that a custom exists not to blow out candles/flames, but rather extinguish them another way, such as waving in the air. (Snuffer anyone?) What is the source for this custom? I am including two answers given at ohr.edu, but I am curious if others are available; I'd love to see a textual source for this.
Two answers from http://ohr.edu/ask_db/ask_main.php/106/Q1/:
In the name of Rabbi Yaakov Yisrael Kanievsky (the 'Steipler'): There's an angel whose name is the same as the sound produced when you blow out with force. According to Kabbalistic tradition, it's improper to make use of the names of holy angels. Many people, therefore, extinguish candles by hand in order not to pronounce the name of this angel.
The Torah depicts man's soul as being a 'breath' from Hashem. The soul is also compared to a flame. Using your breath to blow out a candle is an ironic gesture, using one 'soul' to extinguish another.
EDIT: there is a source given there, Responsa Rivevot Ephraim IV 45:35 - I'm assuming that is the source for the second answer.