I think it depends on your hair type. I have very thick, straight hair. Waxes and pomades don't spread through thick hair very well, weigh it down, and make it look greasy. They also don't have strong enough hold. Because they are water-based and oil-free, gels spread through hair better, and offer lighter, stronger hold.
I have yet to find the perfect hair product. The gel I liked was discontinued, and I'm searching for a replacement product without much success.
I've been using Fructis "Surf Hair Texture Paste" with some success. I hated it when I first tried it, but after some experimentation have found ways to use it effectively. Fructis "Bold It! Power Putty" also works for me.
I often find it effective to use two different products at once. For example, I'll put a small amount of gel through my hair to provide overall hold and control, then I'll use a little putty or paste in the places where I need it for shape and texture.
Aloe vera gel works surprisingly well as hair gel.