Yeah, Wax's abilities are pretty amazing. Still, I think part of that comes from having an entire book/series exploring all of the clever ways he can adapt his abilities to situations. As Kelsier said, "Allomancy is nothing but tricks", and we know all of Wax's tricks. It is totally possible that other types have equally awesome, non-obvious tricks to combine their abilities, but without the focus of the books, we just haven't seen them yet, and so Wax seems by far the most powerful.

Hopefully this game can do a bit of that exploration of the lesser-known metals.