Factory waxing gets a bad rep in my opinion. It is always best to wax your own board, but riding a factory wax job isn't going to ruin your board. Just get it waxed after a few runs if you already started.
Besides, factory wax quality is highly dependent on the brand. For example, my Ride board needed wax quicker than my Burton out of the factory. Actually, my Burton board's factory wax was actually really good. Buttery smooth. Edge de-tuning is totally your preference though.
yeah if you're doing any kinda jibbing then make sure you detune the edges a bit so that they don't catch.
I say wax the board because it never hurts, but i wax my boards religiously, after every 2-3 times i go riding. To me it doesn't matter how good of a job the factory does, I still want to do it myself right away, it's a part of the love I guess.