I generally use Imperial wax because it's easy to work with and convenient. The only time I don't use it is when resizing hundreds of cases at a time, as for prarie dog shooting. When I do larger numbers of cases like that, I use RCBS water-soluble case lube, which I later wash off, then let the cases dry.
In smaller batches of 50 or fewer cases, which is my typical usage, the Imperial is very handy. It takes only a tiny amount of the wax to lubricate the brass. Then I wipe the lube off with a paper towel that has been wet with rubbing alcohol. I think I've even done 100 cases this way and found it to be more convenient than waiting for cases to dry.