Say you are making fingers, something that usually must be done in one shot with polymer clay, because adding clay in layers over previously hardened clay on something as small as a hand can be, well, fun... Let's just say that. With wax you can start with basic finger shapes and slowly work the details of each finger with ease because as soon as it cools it's hard again. Adding more wax is a snap, unlike the 'fun' of trying to blend a speck of clay onto a hardened piece.
And because the wax is so hard armatures are not needed once you get to the wax stage, it is its own armature. Once when making these small one-inch tall figurines from the film 'Monsters Inc.' I needed to make these tiny little arms. Well, at that scale you are working in straight wax with no Castilene rough sculpts, as they would be too small to gravity cast in wax.
How, I thought, was I going to carve these little tubes of wax? Then inspiration hit, I made a silicone mat by pouring some freshly made silicone on my work surface and let it set. Once set I used my trusty wax pen to draw out lines of wax onto the silicone, and once the wax cooled I flipped over the half round lines and added a line of wax to the other side. Done. I had my little arms.
Adding wax, removing wax, welding wax - the pen does it all. And once mastered, wax can give you a finished piece that is so clean and smooth and perfect that you will wonder how you ever created without it.