Have to agree with the blow dryer. Low setting, work one area at a time, and I used my fingers. Or if you have one of those plastic scrapers you use on your dishes, that works too. Just take your time.
Wax maybe.. paint, unlikely. It's not like you're going to leave it on forever. Just soak it up for a few seconds, wipe off the adhesive and excess oil and clean it with car shampoo to remove all traces.