I actually worked for one of the main car care mfg for a few years (automotive aftermarket industry for 10+ years). Tested a LOT of different products, including some "high-end" waxes where they were $100+ a bottle. Lots of it is preference. I have seen some waxes work better on different colors, different paint, etc. I even detailed show only cars for our company as well as individuals and have seen so many different results that it would make you scratch your head. Don't get me wrong, there is some hard to use and also some crappy products out there, but most are relatively similar.
On some show cars back in the day I did use some of the expensive, not readily available products that were not from the company I worked for (when I worked for them I only used their products though). One of my favorite expensive waxes was Pinnacles Souveran. It performed the same as most cheap easily available waxes on most vehicles, but it sure felt better using an expensive wax on a new black M5 (wasn't mine). On some luxury sports cars I did seem to notice a bit of a difference with it, a noticeable increase in depth, but that was with some "layering".
One thing though, I always preferred the true wax products in the tin cans to liquid versions. Pure Carnauba wax types.
If you really want a good shine, grab a bottle of KY, and rub your ski with it, haha.
And yes, I know the thread was a joke, some newbies might think it is serious so I posted some of my experience on the matter for their sake.