Cross country skiing is a pretty inexpensive activity, and by buying basic glide and grip waxes for everyday fitness skiing or back country exploration you can keep help it inexpensive, but if you're looking for the very best glide wax you can certainly spend more (not that that's the goal). Check out the Swix high fluorocarbon glide wax we've got in stock.
High fluorocarbon content waxes do a better job of reducing the surface tension of water than 'normal' or hydrocarbon based waxes. When you're skiing you're actually gliding on a layer of water so fluorocarbon wax provides better glide. It also attracts less dirt (which in turn extends the life of your skis in addition to making you faster) and has a wider temperature range.
High fluorocarbon wax also tends to last longer than other waxes so that helps offset the cost a bit, but the cost is still pretty high: As much as $80 or more for 40 grams of wax. None the less, if you want the best it's worth trying out high fluorocarbon wax - the difference is instantly noticeable.