I finnaly got hold of some Dry Wax. Horrible stuff! It's very greasy, shiny and it doesn't wash out. After two shampoo sessions it was still in my hair and on my hands. I would not recommend to anyone who wears. It's also a ridiculous price in Canada at $20-25. Avoid like the plague.

My favourite product at the moment is Bed Head Matte Separation Workable Wax. It's like a wax+clay+mattefying paste hybrid and gives great hold, washs out easily and the matte effect tones down that shiny plasticy look of wig hair.