A pomade is a bit more pliable than a wax. Softer and lighter, I suppose, and can blend with other products. So if you want to do a really radical hairstyle that you hope to hold all day, I'd suggest going for a wax or hairspray rather than a pomade, which is better for just adding some texture.
I have relatively thick hair and waxes often hold a lot better. The Aquage paste, although it's expensive, is a great product. Oh yeah. And it smells REALLY fucking good.