I've noticed some turners finish with microcrystalline wax. It's also used by museums on precious antique items, because it's more stable than other waxes. I use parrafin wax occasionally, expecially on salad bowls and other items which need to be waterproof.

Questions for the group: Do you use microcrystalline wax? Which type and where do you get it? Are you satisfied with the appearance and wear properties? Is it difficult to apply?