I've been using Dax waxes for years - I've got very thick hair and when it's short red dax is the best stuff for it. I then start to use blue dax which is lighter once my hair grows longer. I also use a bit of blue as a base after washing my hair then use red to maintain it.
One thing though that I've always thought is odd is that the red ("wave and groom") and blue ("short and neat") daxes seem to be named the wrong way round - red dax is thick tough hard wax that needs to be warmed slightly (fine in summer but leave on your radiator before you use it in winter) before using it but leaves a nice firm hold with a matt finish i.e. great for short hair and leaves it looking neat whereas blue dax is lighter, glossier & much easier to use; less of a hold and therefore better for candidate for the name 'wave and groom'.
With regards to people complaining about it hard to get out of your hair on washing - it is WAX, proper petroleum-based stuff that inherently repels water so you need a tough detergent to clean it off. I recommend bog standard washing up liquid - it's cheap and works first wash. Oh and people who wash their hair every day - why??! Just rinse it with water and each day so you can re-style it (breaking those hydrogen bonds etc or something I vaguely remember from chemistry at school) and wash it proper every few days. Day old (or dare I say 2 day old) dax in my hair is when it's at its best I feel. I know what people will say but it doesn't smell!
Dax wax is best!