Ok, this is probably way more than you wanted to know...
Jasmine wax does have a good scent, but be careful because you have to melt it. The heat may break down the jasmine fragrance. The reason that there's no such thing as "jasmine essential oil" is because it can't be steam distilled; jasmine blossoms are too delicate. The heat from distillation for many flowers destroys the scent.
You may see "jasmine essential oil," but it is really a jojoba dilution of jasmine absolute, which is solvent-extracted.
With the oil experiments, you're attempting to do "enfleurage," which is a method of extraction still in use today (though solvent extracted is replacing it in many cases.) It takes many, many blossoms to get anything strong enough to use as perfume - as in, 8,000 jasmine blossoms makes 1 gram of absolute.
In addition, there are different kinds of jasmine. The two most often used in perfumery are jasmine grandiflorum and jasmine sambac, and they smell quite different.
Grandiflorum generally smells sweeter and more floral. Sambac is described as "animalistic," masculine, or musky. (Strange perfumer's fact - it has indoles in it, which smell fecal in intense concentrations, just like civet. Diluted, it smells pleasant.)
One variety may smell good on you, and the other might be horrid. They're both absolutely awful on me; they have an undercurrent of rotting vegetables, and I go with a synthetic. But if you want to make true botanical perfume, my advice is to get a small bottle of absolute dilution (3-5% in jojoba oil) and make simple perfume with it.
It's not that expensive. You can get it here:http://www.newdirectionsaromatics.com/jasmine-grandiflorum-3-p-422.html
They also offer the full absolute, undiluted, but I don't recommend starting with it if you're a beginner to working with absolutes. It will probably smell very strange because it's so strong, not like sniffing a jasmine flower. When it's this concentrated, you detect all kinds of trace elements you'd normally never notice. To some, absolutes smell very chemical until you dilute them.
With the 3% dilution, you can make oil or solid perfume, but remember - only heat the solid perfume to the absolute minimum temperature. I don't know what the heat tolerance of jasmine absolute is, but it's got to be pretty low.
If you use absolutes, you're best off diluting them with pure ethanol. It is the best solvent; some absolutes are too resinous and thick to be dissolved by anything else, even oil.
Hope this helps!