Wax pen vaporizers are for use with a much thicker concentrate then most oils, therefor have a different cartridge allowing for the dense wax to vaporize effectively. A good example of this would be the Cloud Vape, though there are many alternatives.
Much like a dry herb vaporizer, a wax pen is prone to needing more energy to preform vaporization and it is wise to choose one with a very strong battery of at least 1000mah. The larger the battery you go with the less you will need to recharge. A good wax pen with a 1000mah battery should last 3-5 days off one charge making it much more convenient.
It is also possible to find good wax pens that will also vaporize other material such as oil based concentrates. While you may need to make a few adjustments, this may be a good option to the person who has access to many different blends and concentrates. Wax pens are typically the second most used as wax is fairly easy to make under proper supervision.