Personally not a fan of the ice wax for chain, don’t like the gunky build-up. May depend on whether you’re in a wet or dry climate, though; the pro-wax crowd seems to spend more time in dry/dusty conditions whereas I want something that works better in the rain.
When you say grease for the drivetrain components, huh? Maybe a drop of oil on the derailleur pivots and pulleys, that’s it. Grease for the pedal threads & mounting bolts, maybe; same as all the other bolts (stem, saddle clamp, etc) unless they’re Ti, then you want a special Ti anti-seize compound.
Edit: also a thin pinch of grease on the cables if you’re using plain steel and regular housings; never mind if you’re using teflon-coated and sealed housings.