Snä Epil (pronounced snay) is good
but it's a german product...
A good tip is to see if the wax is edible (should be written on the packaging) otherwise it's got other crap in it that hinders the waxing and leaves weird films on your legs. Nair and Veet are the worst waxes I've ever used.
Apart from that you can make your own wax. Lots of Sugar, water, a squeeze of lemon, cook it till the stuff thickens, put a knife or spoon in FLAT to the surface, pull up wards, there should be a "string" between the wax and the metal, it's not yet ready, a few minutes later, do it again, there should be TWO "strings", now it's ready. Cool it a few mins, pour into a tin can, now it's ready for use. You can use it over and over, just be sure to close the lid when done, otherwise the ants will get it. Also, I normally transfer some from the main jar into a different one to heat just for that wax session. Good luck. I buy snä coz it's easier than making my own ;)