I love the look of intricate dies, but HATE digging out all those little pieces from my die & trying to get the die cut loose without tearing! I've tried using wax paper between the die and my paper, but that never has worked very well for me and just creates an increased mess. But, I recently came across a hint for this that seems like magic. It requires about 4 dryer sheets, stacked one on top of the other and then folded in half to create 8 layers.
After cutting your die and making sure all edges cut through, run it through again with the stack of dryer sheets between the cutting plate and the cutting edges of the die.
As if by magic, the die cut and all the little bits will stick to the dryer sheet leaving the die clean of bits (most of the time - you can see that naturally when I decided to take a picture of the process, a couple of bits stayed in ;) ). Anyway, it is then very easy to peel the die cut off the dryer sheets. It truly seemed like MAGIC when I tried it. You can re-use your stack of dryer sheets many times.
It's best to use the fragrance-free type, but perfumed ones will work too.