The main thing to remember about wax is that your chain has to be spotlessly clean and dry before you wax it. After that, it lasts a long time and I know a lot of people who love it.
Personally I prefer Pedro's Go! for dry conditions and Pedro's Chainj! for my commuter bike. They're both soybean oil based and non-toxic. Oils of any kind mean more frequent cleaning and re-application than waxes, but you don't have to be quite so scrupulous when you do clean your chain.
"I felt [the women's Olympic marathon] was as important as women having the right to vote, because talent, strength, and capability cannot be fully realized if there are no personal rights to allow them to be visible or be deemed significant in the first place." - Kathrine Switzer, Marathon Woman