You can get the super-fine grit sandpaper anywhere automotive paint and body repair supplies are sold.
Make sure you wet sand, and use an orbital sander. When you get done with the sandpaper, your lenses will still be glazed looking, but they will be very smooth. Thats when you use a good plastic polish, again using an orbital sander but with a cloth on the block instead of sandpaper. When you get done, the lens will be clear and virtually like new. Been there, done that.
Here's something most people don't realize. The original hazing comes from the protective UV coating on the lenses breaking down. What you are actually removing with the sandpaper and polish is this degraded coating. The problem once you've got the lights looking good is that the plastic will now quickly yellow and haze over from exposure to the UV rays in sunlight. There are two ways to prevent this:
(1) Clean the lens thoroughly with Prepsol or some other pre-paint cleaner and then literally paint the lenses with clear coat paint. Apply a coat, allow to dry, wet sand. Repeat. Then repeat again.
or
(2) At least once a week apply a foam type tire cleaner to the lens and rub it in thoroughly. These cleaners have UV blockers in them.
Number (1) comes the closest to a permanent sollution to the yellow lens problem. Number (2) is the easiest, and it's the one I use on my Chrysler.