As you may know, I wear shoelaces made from World War II-era Allied parachute silk spun into mili-coils around a braided jute core and wrapped in a sheath of bias-woven organic cotton (51% Carolinian / 49% Egyptian). Each shoelace takes 8-10 months to produce and requires three separate fittings. The laces are then hand-waxed in England by Barbour and cooled in a French wine cellar for three months. Finally, the aglets are made from brass salvaged from a sunken Napoleon-era 6-pound cannon, and sealed with a natural vegetable resin formulated by Basotho artisans. No man should leave the house in laces that cost less than $18,000.
In other words, I buy my shoelaces from the drugstore and pay about $1 for a package of four. I tend to prefer the slim round type over the flat "tape" style.
This is where it gets stupidly specific (and real). Laces need stretch/give and maneuverability through the eyelets of your shoes for both putting on and for walking, and waxed laces don't allow for it. However, waxed laces keep your shoes tied better than anything else, and unwaxed ones will never stay in place with a simple knot. The best laces, therefore, might be unwaxed in the middle half, and waxed at the end quarters. Nerdy, but true.
The solution (and this is where I'm not joking) is to buy unwaxed laces, and wax the ends yourself. You will need:
1. Beeswax
2. Four-to-six seconds of free time
Beeswax is preferred because it is colorless and won't bleed onto canvas shoes, pants, or a boat's deck.
Even some candle wax will do. You can be as fancy as you'd like. Use your Barbour wax dressing on your laces to let people know that you have WAY too much free time / no social life.
It's likely that another men's style blog has already provided this advice, but I couldn't be bothered to check. This technique is used by sailors to keep (cotton or leather) laces tied after drenching and sloshing, and waxed leather laces on polished Top-Siders is a sure sign that someone is familiar with boats.
