I've used several brands over the years and had a friend recently ask me what I would recommend to him. I wrote a brief pro and con description of the ones I've used. I'll copy/paste it here. Hopefully it helps you out.
Fisticuffs
pros- pretty neutral color, pleasant lemon scent, easy to work, they include a cool sticker!
cons- weak hold, can smell like old wax later in the day.
I use Fisticuffs to hold stray hairs down but not to achieve the curls.
Firehouse (Tacky)
pros- superior hold that can last for days and can even hold up through a hot shower, pretty neutral in color, nice honey scent
cons- hard to work especially on cold days, forget trying to get it out of your stache quickly, relatively expensive
Ourea
pros- very similar in hold and texture to Fisticuffs, very fascinating sandalwood scent, from a small company with excellent service
cons- weak hold, relatively expensive, can clump if not blended well.
Clubman
pros-cheap! water soluble, nice hold, different colors, easy to apply, includes a little comb
cons- colour can get everywhere especially the black (hands, counter, towels), washes out easily and colour will bleed if wet.