I wax mine. Just waxed it this weekend in fact. "Better to ride than wax..." I get it. Better to wax than do nothing bike-related when it's 31 degrees and snowing sideways, as it was here on Saturday. I wax the windscreen, headlights and sidecases as well, and my helmets. This time I used Meguiar's NXT and the bike feels like glass.
A waxed bike washes up way better, bugs, tar, bird crap/guts etc. come off the paint a lot better, and all that crap left on long term can damage paint. Also, no better way than to give your bike a thorough inspection to make sure everything's still on the way it should be...