I'm with George in that the fancy waxes are reserved for actual finishes and the cheaper stuff handles the no-stick jobs. I do like the Minwax "dark" for dark woods however, just 'cause it doesn't turn white if it gets down into the pores.
With veneering, the cauls tend to get unavoidable glue contact. For those I'll usually use some MDF with a coating of Johnsons. If I put wax paper or just a paper towel between the MDF and veneer I'll use what ever I have handy. Melamine is great for not getting glue to stick and if there is some, a rasor blade cuts it right off. Can't always use that for some jigs however.