Wax like this

yeah.. ive got a similar style to that, and i use 'get messy' by charles worthington to make it stick up without looking greasy - also try rough-as-you-like by lee stafford, and anything with paste, clay,mud or soft wax in the title.
I tried a hard wax but it just looked greasy and flopped as well (and not in a good way)

I'm not sure what the style you want looks like because the picture won't load on my computer but I know that a lot of people have said that bedhead stuff isn't that great so I'm not surprized to hear that it's not that impressive. Try Sebastain. They have tons of products and I think their stuff is really good quality. There's a wax they make called molding mud and it's good for spiky, funky kind of hair styles. I'm not sure quite what you're looking for but they have a variety of waxes/pomades.