here is a quick tutorial that is all you need to do for a basic wax.
1) go buy a ski wax iron (an iron w/o holes in the bottom, get it at local shop for 50ish bucks). Buy a stick of ski wax. For first time dont go with anything to fancy, just grab some general stuff, maybe 20 bucks. Also get a scraper (5 bucks)
2) find a bench, anything really and lay you skis out upside down. scrape off any debree exc.. so there nice and smooth and clean bases. [for accessibility, tie your brakes down with elastics or a tie wire, it makes it alot easier]  Plug in your iron. (it will have settings on it for things like cold wax, fast wax, race wax, etc.. go to the wax you got and it will say on it what it is and set it to that. If your iron doesnt say that dont worry. just have it warm enough it will melt the wax you have)
3) once the iron is hot, all you do is take the wax stick and press it to the bottom if the iron. hold the iron at an angle between 100-135 degrees so that it allows the wax to drip down to the "point" or "tip" of the iron. it will then drip off the iron and land on your ski. (make sure you have it lined up) Simply drip as much wax onto your ski as you wish. I do a drip about every cm or so.
4) complete second ski as well.
5)once this is done the wax job is complete. wax can go away. Then what you do is basically "iron your ski". this will melt the drips of wax you recently applied so that it covers the surface area of your ski. Try to move the wax around so that no part of the base is left "dry" without wax on it.
6)once this is complete let it cool and solidify. I usually go pee or get a drink or something. Then all you do is start scraping. MAKE SURE YOU GO FROM TIP TO TAIL. this is key. Some tech on here can explain it better but i think its because you are scraping the wax off in order that the ski will be moving on the snow. Thus it makes sense to keep everything parallel together. Scrape all excess off with your scraper, but dont take all the wax off. It will take you a few times to find the happy medium. If you dont take off enough it will feel slow and sticky on the hills at first, and if you take all of it off, well, your back to where you started.
7) just take a towel or something and wipe the excess flakes of wax off for a smooth clean professional look. And your ready to go.
thats basically it. Theres a few things you can play with.. but thats all you need to know to start waxing on your own. From start to scrach you spend 75 bucks. What does it cost you to get it done at a shop? 35? 40? wax your own skis twice and youve already covered all your expenses.
if i missed something and i might have, i havent waxed my skis since last season, feel free to add it.