Don't wax it! Some wax could come off on your hands whenever you use it, and if you ever decided later to paint it, you'd have a real job getting rid of the wax first. Staining it won't provide a sealed surface, and eventually your hands will turn the wood dirty. Painting or varnishing is best. Which you choose would surely depend on the colour scheme you want to end up with. Either will provide a sealed surface that will be easy to keep clean.