@burcidi-- I think they all work about the same. There are so many products on the market now for waxing, desensitizing wipes, numbing gels, sprays and creams. None of these relieve the pain completely but they help like you said. I heard that the numbing cream used by tattoo artists are very good but I have no idea where to get it.
I have a friend who never uses a numbing cream. She says she doesn't feel much pain because she's been waxing for years. I guess skin becomes used to the pain after a while. I've only waxed three times though so I still feel a lot of pain and numbing cream is a must for me.