I bought a couple of small, really bright LED flashlights (from Costco, if memory serves). They weren't very expensive, and have been handy for other stuff.
I put the flashlight in the bottom of my hand, and then the egg, air sac (fat side) down, like so:
Then, I turn off the lights and put them closer together, sealing off the flashlight so that all light goes up, into the egg, like so (except that I didn't seal it off perfectly in this picture):
Hope that helps.
Here's an egg I candled yesterday, at 5 days along:
And for fun, here's video I took of an chick moving inside an egg: