As for which order to go in, I'd recommend:
- Wash
- Claybar (to remove contaminants and old waxes)
- Wash (to remove claybar residue)
- Polish (to remove minor scratches and swirls)
- Wash (to remove any polish residue)
Your paint will now be clean, free of contaminants, and smooth. It will also be exposed to the elements, so you'll need something to protect it. Your options are:
- Glaze: Gives a deeper, wetter looking finish, but doesn't provide a lot of protection. Should always have sealant or wax applied over it.
- Sealant
- Wax
Here's a good writeup on the differences between waxes and sealants.