If you are using chalk paint, you would apply the glaze after clear waxing just like if you were using dark wax.
If you are using latex paint or milk paint, you can glaze away without needing a clear coat first. Then after you are all glazed and dried, you should seal your piece! 
I painted 2 coats of a shade of white I bought at Lowes. Distressed all the edges! 
One of my favorite products is Valspar's Antiquing glaze in black. I paint it on using a chip brush working in small sections. 
Using a clean rag or paper towel, start wiping! The nice thing about glaze is that it's workable for a little while. If you don't like it or not enough is coming off after you've wiped, use a damp cloth. That will take it almost all off! Apply more if needed and repeat the process! 
After it's all done, it will change the entire look of your piece! It will give it a nice aged look with lots of texture and depth!
I painted 2 coats of a shade of white I bought at Lowes. Distressed all the edges! Good luck!
~Amy
