You will probably get almost as many different answers as you get total answers.
I think that claying the car before you wax is important. I like Griot's Garage clay. In my opinion, it is much better than Meguiar's consumer grade clay. The Meguiar's clay is too difficult to remove. It tends to stick to the paint. Meguiar's also has several professional grade clays, but I have not tried any of those. I use either Griot's Garage Speed Shine or Meguiar's Quik Detailer as the lubricant.
For wax, I like Meguiar's 26 Hi-Tech yellow wax. It is available in either liquid or paste form.
I recommend microfiber cloths rather than cotton. I have been using Meguiar's, but have not tried any others.
Even on a relatively new car the Claybar Job will be a revelation. I used Meguiar's off-the-shelf kit and had no "sticking" problems, following the instructions. It was a rewarding, if time-consuming, project. The act of running your fingers over that super-smooth surface is sensual, bordering on perverted.
Way I understand it, there are a number of "step" systems, ranging from One to Five, all starting with a Wash And Dry. Thus far I've done a four-step: WashAndDry, ClayBar, Polish, Wax. Somewhere in there could be a Sealant. Car looks good, but it spends just 350 or so miles out-of-doors during a normal month, so I've only done it twice in the year I've had it. More often would really be perverse, my view.
I believe just about any of the products already named here - and many others - will produce satisfactory results. Seems to me the "rave" reviews touting one over the others are more opinion than science, and largely due to cognitive dissonance, the tendency to seek and accept evidence supporting a decision or choice while ignoring or discounting contrary evidence.
Being that the sealants can last months longer than traditional waxes, I'm going to clay, polish and seal mine within the month before the winter weather hits. My car is my daily driver and I will be driving it in the snow again this winter. I also have Meguiars clay bar and experienced no sticking. The very first time I washed my car after claying was an experience I won't forget! It was the first time I've seen soap bubbles literally run off the entire hood! I kept putting more and more on and watched them run off. I even went and got my dad to show him