I don't think there's anything wrong with waxing windows. I personally use rain-x for my windows. It helps repel rain very nicely when it rains. I barely have to use my wipers. However, I just bought my collinite 476, so I'll apply that to one half of the windshield and use Rain-X on the other half to compare.
I just use a QD for the exterior to match the shine of the rest of the car, they also are easier to clean next wash. Many people use a sealant to shed water.
I usually run whatever I'm using at on the car at that time over the windows. I really like glazes (seems to look the best at first) but they barley last.