I have been using Pro-Lace waxed laces for the past couple of years. They have molded tips and last longer than your traditional laces with just plastic wrapped around the tips. Broken tips were my #1 reason for replacing laces before I made the switch.
They're about $5 a pair but they're worth it. Sometimes you can find them on sale... I stocked up at The Hockey Shop (I bought every single pair of 96" they had left) last year because they were making room for these Elite knockoffs called Pro Edge Plus. I've never tried them so I don't know if they're any good but they're around the same price...