Skate wax slides good and stays on long. It's more expensive than everyone wants to pay as we all know. There are some cheap solutions out there that do just as good or almost as well.
Paraffin Wax, purchased from grocery stores as it's used for canning and many other uses, is my favorite because it's cheap and has a lot. It slides just as good as the skate wax i've tried. Paraffin rips up fast and doesnt stay on as long as skate wax but it's easier to find and you get more for your money. It's under 2 dollars for 4 times the amount you can get for 4 bucks at a skateshop.
It's recommended to melt candles over the ledge or rail, I don't have extra candles and lighters laying around though so I haven't tried. It's supposed to stay on really long and slide great! This would also be a good investment.
Ski wax is more expensive and slides fast but once again: its expensive. Use it in emergency situations of long rails with little room for speed.
Ever had problems with bumps stopping your wheels or causing you to jump over them and lose your focus? Buy a bucket of 'Patchy' from a hardware store, it's a pre-made concrete substance in the form of putty. It dries as hard as concrete and it's as smooth as putty of course. Good for patching up the few bumps that get in your way. Of course you can just use plywood.