This is a very, very, very opinionated question so you are going to get a ton of answers ...
I've tried nearly every thing out of the market and I'm not going to include the $1,000+ waxes because I really doubt anyone here is going to buy them, myself included. I'd have to say with that said Meguiars #16, which is discontinued due to VOC regulations, is probably my favorite wax. Besides that Pinnacle Sovereign, Poorboy's Natty Red or Blue, Chemical Guys 5050 or Pete's 53 are all great waxes. They do not have a great durability like Meguiars #16 but they do have just as good as a shine and they are much easier to apply. If you decide to use one of them, you'll really need to apply a sealant like Poorboy's EX or EX-P.