It's been a while since I've bought wax, I used to be big into washing and waxing my car, but when we moved from FL to DC we went from a house to a condo, so now it's a much bigger PITA... I used to prefer Maquire's, I found there stuff to be excellent.
Depends on what you are trying to do... note that I am a nut about this stuff, but since it takes so long to do, I usually have my car professionally detailed (I just can't find the time).
For the wheels, I use P21S wheel cleaner. I use either P21S bodywork conditioning shampoo for the wash. I use Einszett products for polishing, but they are difficult to find. After polishing, I use Klasse All-in-One followed by Klasse sealant.
On the interior, I use Lexol cleaner and conditioner for the leather, and Einszett for the dash and other stuff. I use 303 convertible top cleaner for removing stains from the carpet/mats, and Einzsett glass cleaner.