You've got it right (wash - clay - polish - protect aka wax or sealant).
Here's a list of products I've throw together for ya. You should be able to find most of them OTC. If not, the website I'm directing you to is great. It might be easier to just order everything from there instead of driving around trying to find the products. So here's you're options:
Meg's Scratch X $8: This is great for any scratches that don't catch your fingernail. I use it a lot under the door handles. (FYI: If you can catch your fingernail on a scratch, it will probably need to be painted.)
Meg's DC #1 Paint Cleaner $6: This is a chemical paint cleaner that will remove road grime, bird droppings, water etching, etc.
Meg's DC #2 Paint Polish $6: This polish uses mild diminishing abrasives to remove light scratches/swirls and also restores the paint to a glossy finish.
Meg's NXT Tech Wax $15: Meg's says this is their most longest lasting wax. However, it's more of a sealant (longer lasting than carnauba wax) than a wax since it uses synthetic polymers. It also has some light cleaners to help reduce fine scratches & swirls. This will give the paint a candy-shell look. NXT is a sheeting "wax", so if you use this by itself, you'll notice water doesn't bead up, rather sheets off the paint.
Meg's Professional Line #26 High Tech Yellow Wax $12: This is a great wax for the money. It's super easy to apply and remove. This will give you the warm glow of a carnauba wax and deepen the color of your paint. This is a beading wax. If you use this by itself or as a topper to NXT, water will bead on the paint.
Other products:
Meg's Hi-Tech Applicators (4-pack) $4
Meg's Surpreme Shine Microfiber Towel (3-pack) $7
A few more notes:
I listed the NXT & #26 waxes because a lot of people like to use them in combination of one another. The reason they do this is for the ultimate protection (sealants) & look (carnauba wax). Since NXT is more like a sealant, apply it first, wait for it to haze, and then buff. If you want to apply a 2nd coat or apply #26, wait at least 12 hrs. (preferably 24) to allow for optimal cure time. If you want to apply #26, apply the same way, however there is no cure time. You can apply #26 back to back if desired. One thing to remember is that if you're going to use NXT & #26, apply NXT first because it has cleaners in it. Otherwise, you would be removing the #26 if you apply NXT over it.
Here's the website where I order my Meg's stuff from:
http://autodetailingsolutions.com/
You can find all the products I've listed on there. The DC products are under "A-line". The other stuff is pretty self explanatory as far as where to find it. With the stuff I've listed, you'd be looking at about $60 plus shipping. The reason why I suggest Meg's is because the products are easy to use, good quality, & priced very competitively.
If you have any more Q's, let me know.