Here is a list of just some:
waxing string to make it stronger, or lubricate your fishing lines with it, make clean burning candles, use it to fix a stuck window, use it as a natural polish for wood, make lotions, salves and lip balms with it. Place whole hunks of it your honey jars to make fabulous chunk honey (then chew it right out of the jar, mmm)
I saved my comb from last year (after rinsing it out well and placing it in a plastic bag) and this year after harvesting more, I have delved into the alchemy portion of beekeeping and I love it!
I bought some essential oils for fragrance, coconut oil (used in most of the lotions and balms) and olive oil (just for lotion) and set to work. I highly recommend purchasing an old pot or even used crock pot for melting the wax. It is messy, though not as messy as processing the honey.
Remember wax has a low flash point and can ignite of heated too enthusiastically. I tried a few different methods but I think melting the wax in water and then letting it cool works best. You just lift the hunk of wax off floating on top