Removing products is often a dull and tedious part of the detail - some products are harder to remove than others. Rogue_Shadow, what wax are we talking here? It sounds to me like it's over haze-ing on your car, because it should be a doddle if it's a decent wax.
I used to have a real trouble seeing wax on my white car, until I started using colour charged waxes and now that's a breeze too.
For me it's glass that is most challenging, I have tried doing the glass at various different stages of the detail and nearly always end up getting smudges or streaks.