No, it will not be called a "pure" wax on the container, but it will not state any terminology such as "cleaner wax" or "polish & wax" on the container.
My "pure" waxes do not typically come from AutoZone/PepBoys/Advanced Auto type stores, but that is just my preference. I like waxes such as Pinnacle Souveran, Pinnacle Paste Glaz and S100. These waxes (and other great items) can be found at
www.properautocare.com There are other web sites that carry this type of product.
That said, I have heard/read of very nice results with Meguiar's #26 Yellow Wax and Mother's Carnauba Wax. Those are 2 items that you should be able to find locally and both can be layered. And just an FYI, I have read that the Meguiar's Gold Class wax contains some abrasives, so you'll want the #26 Yellow Wax if you want to layer it.
Polishing the car following the clay bar treatment is a good idea. You will increase the shine with this step. It is typically felt that a "true" polish (don't want to confuse this term with Zaino, which is not a polish at all) will produce shine and a "pure" wax will produce depth. A combination of the 2 yields very nice results.
Another option is the use of a sealant under the wax. Again, this will add gloss prior to the depth of the wax.
traveler - I have a few of the Zaino products on my shelves (the Tire Gloss and the Glass Polish) and both work well. I do not have any products that are intended for the finish, though. Zaino is a sealant, along the same lines as Klasse Sealant Glaze. It is not a wax nor is it a polish. There are many owner's that use it and really like it; personally, I do not want to be locked into one product line.