I also dislike getting white wax deposits on black plastic parts. Here's how I clean them:
Use an old toothbrush and either some 409 or detailing spray (whichever is handier) and spray the BRUSH, not the plastic. Gently brush off the deposits, wipe off the cleaner, and then apply some Armorall or Meguiar's plastic/rubber preservative. This works for me.
I read some place else that "professional" detailers treat the plastic parts BEFORE they wax a vehicle, so any wax that gets on the plastic won't stick. Seems like a good idea to me!
haha my friend said he wanted to wax my rx8 last summer so i agreed..well he got it allll over my plastic trim and it owuldnt come off with ANYTHING..then a week or so later i decided to shine up the plastic with armour all and it took it off!! in short, use armour all