Throughout history the most popular dildos have always been those that occurred in nature, i.e. fruit and veg. Carrots, bananas etc. have always been employed by frustrated - and not so frustrated - women as substitute penises.

Of artificial devices the candle is perhaps the most widely used. John Atkins quotes "execrable verse" by Suckling

There is a thing which in the light
Is seldom us'd; but in the night
It serves the female maiden crew
The ladies and the good-wives too:
They use to take in their hand,
And then it will uprightly stand;
And to a hole they it apply
Where by its goodwill it would die;
It spends, goes out, and still within
It leaves its moisture thick and thin.

There are candle episodes in various fictional works, e.g. in Apollinaire's "Memories of a Young Rakehell", Miller's "Sexus", etc.