Waxworms are good on occasion like the mealworms, but neither should be a staple diet. Between the two i would always choose waxworms, no shell, no impaction, but waxworms are high in fat content so should only be fed in between feedings once or twice a week.
If you would like to get a great worm style feeder, try the silkworm, they are a all around good food for your chameleon, still high in fat content, but chameleons love them. I do Silkworms once a week as treat day, i currently had to swap up the silkys for waxoworms, my supplier was out.