The EPA regulates pesticides in the US, all the way from the use on the crop to the food you buy. From their website:
In setting the tolerance, EPA must make a safety finding that the pesticide can be used with "reasonable certainty of no harm." To make this finding, EPA considers
the toxicity of the pesticide and its break-down products
how much of the pesticide is applied and how often
how much of the pesticide (i.e., the residue) remains in or on food by the time it is marketed and prepared
EPA ensures that the tolerance selected will be safe. The tolerance applies to food imported into this country, as well as to food grown here in the U.S.
The site also includes other information, for example about the scientific evidence they require to make decisions.
So everything you can buy is safe in terms of pesticides.
The FDA regulates other aspects of produce safety, for example wax. They ensure that the food you can purchase is safe to consume (and not just produce). They have a summary page on fresh produce, which says:
Many vegetables and fruits make their own natural waxy coating. After harvest, fresh produce may be washed to clean off dirt and soil - but such washing also removes the natural wax. Therefore, waxes are applied to some produce to replace the natural waxes that are lost.
Waxes are used only in tiny amounts to provide a microscopic coating surrounding the entire product. Each piece of waxed produce has only a drop or two of wax.
Coatings used on fruits and vegetables must meet FDA food additive regulations for safety.
You should of course wash your produce to ensure safety - the FDA page also says this, and neither they nor the EPA claim your food will be safe if you don't. (A good washing will also generally remove the wax, as the FDA mentions.) But unless you actively distrust the EPA and FDA, you have no cause for concern, and you probably shouldn't trust anyone who tells you otherwise unless they have similarly conducted a thorough review of scientific evidence. (If you want to have a discussion about scientific evidence for safety/danger of a particular pesticide, this isn't really the right place.)