As Bart's link points out, wax is typically not a suitable finish for a wood project. It is often used OVER another finish, and usually in the form of a paste wax. Carnauba wax - as used by woodturners - is sold as a hard stick that is applied with a buffing wheel spinning at high RPMs. The wax is first applied to the wheel, then the wheel is used to buff the workpiece. It's not very practical to apply it to a piece of furniture. On top of that, it shows finger prints and water spots very readily. Personally, I don't even like using carnauba wax on my turned pieces. There are better wax products available. My favorite is Renaissance Wax, which is a microcrystaline wax in paste form.
I would strongly caution against using any of the automotive waxes, since they will often contain silicone, and silicone will make it nearly impossible to apply any other finish to the piece in the future.
If you don't want to use polyurethane (and I don't blame you), you might try one of the wipe-on varnish finishes like Minwax Antique Oil or Formby's Tung Oil Finish (which contains little or no actual tung oil). These are easy to apply, and you can get as little or as much gloss/sheen as you want by controlling the number of coats you apply.
