I wouldn't use goo gone or anything like that. WD-40 is good at removing sticky without harming surfaces. You just need to wash the car to get the WD-40 off afterwards.
For easy washing you can try the Mr Clean car wash system. It actually works.
If you want a deeper shine, try a paste polymer, or something like Nu Finish, which is silicone based.
Again, waxes work by creating a layer on top of the paint so everything sticks, but doesn't touch the paint. They build up over time, and really do nothing to prevent adhesion. Polymers make the surface too slick for most muck to stick at all. They do wear out faster because of this, but are so easy to reapply it's not an issue.
Waxes can create swirls too, and make it harder to remove them because of that build up. A rubbing compound won't work to remove them until the wax is stripped.