You're going to have to give some more details. But I'll go ahead and go over general prep, and I think I should mention for now on that there is more prep involved than just wetsanding, I apologize to kolman for not mentioning that. Bad assumption on my part.
Wet sanding will not get rid of contaminants on the surface, it will embed them even further. Always use a form of wax and grease remover before sanding and be careful with what chemicals you use, some will damage plastic and some should not be used before painting because they will leave a residue. After wetsanding, I usually just wipe headlights down with a weak mixture of dish soap and water, then water and wipe them dry.
You can Try to use a quick scuff product with scotch brite in the process as well, quick scuff or similar is pretty much liquid sand paper and a cleaner mixed. Mixing dish soap in your water will help as well.
(I do not know your experience with prep and body work, so please don't be insulted if you already know these things.)
My factory headlights. Looks like condensation in the passenger one. Not the best photo or angle but you get the idea. The haze on them was very minor. But you can see that they are as clear as my aftermarket turn signal housings. They aren't as "bright" as diamond clears so they don't exactly match the turn signals. But you can also see in my sig pic that in sunlight it doesn't really matter. I heard the horror stories about aftermarket headlights and I figured I'd save some money.
