Not that I've used every brand wax out there, but the best I've used is Griot's Garage Carnauba Wax Stick...besides extreme durability, it's easy to use, great appearance.
Collinite 845. Apply 2 or 3 paper-thin coats and you'll be good to go the entire winter.
I'm using my father's car as a test-bed to see how long Wolfgang Deep Gloss Paint Sealant will last. Since I'm the only one who washes it, I can keep a close eye on how it will perform this winter (applied two coats 24 hours apart in the beginning of this month).
The original poster did ask about wax, but I think "wax" may have been mentioned generically (sealant or wax).
In any case, seems like the vote is roughly split:
Collonite 845 (most mentions)
Klasse
FK1000P
Other
How much of the "durability" question depends on the kind of weather encountered. The OP doesn't say where he is. I noticed a lot of the responses were from southern/western states.
Heat/rain = same as cold/snow + road salt/commercial de-icers?? Experiences??