My ex is frequently very late when coming to pick up the kids for visitation. If we don't wait around, I get accused of 'denying visitation'. What can I do?
You'll have to set reasonable limits for a waiting period and stick to them. Let your ex know (in writing if necessary) that you can only wait for so long before you will leave. 30 minutes would be a very reasonable and generous amount of time. If they're late beyond that time, leave. Staying and waiting for them only encourages (rewards) their late behavior.
If your ex has a cell phone, call to see if they're on the way and how long it'll be until they arrive. Ideally, they should call you to let you know they're running late, but if your ex is inconsiderate or irresponsible then this probably won't happen.
Your best bet is to try and work out a reasonable arrangement with your ex, being flexible when possible. If that isn't a realistic goal, you'll need to exercise some control over the situation by enforcing the waiting period.