I use the Home Depot shop floor mats - they are rubber with strips of industrial carpet type material. comfortable to stand on, they vacuum pretty well with the shop vac etc. I do vacuum most nights when I am done.
Also- when wax does get on a floor you like, concrete, well finished wood etc, naptha is the proper solvent. Not particularly good for you so I don't recommend slopping it around, but it works very well.