I've made a simple little tutorial on The Mist Step as it applies to Street Fighter X Tekken. This video mostly covers Kazuya's proper Mist Step and wave dash, but I briefly discuss Special Steps that other characters have.
The input itself is a big point of contention for traditional Street Fighter players, because you don't usually look at "neutral" as being an input...and hell, even the input display in training mode doesn't display it. there is picture-in-picture and some tips to help you along. Pretty nooby tutorial, and I didn't even cover Electric Wind Godfist juggles (mostly because I can't do it consistently), but it has jazzy music. Jazz just soothes all the pain.
The most consistent methods of wave-dashing I have found involve the QCF > Neutral, though it's admittedly easier with a loose spring and bat top (no wonder the Koreans prefer it). Anywho, enjoy the tut!
Music is "New York New York" by Dj Cam Quartet, it's off their 2008 release "The Return of Cool", if you're interested.