I've used Autoglym, which is pretty much all a guy could want. Easy to use, leaves a nice shine, lasts long enough. Shampoo was a dissapoinment though, as it's really thin.
Better shampoo's were Mer (nice and thick) and Sonax Extreme, which was excellent - left a good shine and it was nice to use.
Not too good were Turtle Wax Emerald series (see topic below), which was hard to use, left a nice shine but didn't last. No good.
Ian *the Main Man* just sent me a kit I have yet to use, but I have high hopes - it's from DT Concours -->
www.dtconcours.co.uk and it's a multi-piece kit. That's Clay, Cleaner, Protectant. As soon as these exams stop giving me grief, I'm n/a due to excessive polishing sessions.
I strongly believe the best stuff has this setup - First you use a product that cleans, then use another product that protects. Any product that does both at the same time has to compromise.
Alternatively, I like Liquid Glass. It's not a wax, but an acrylic sealent that literally acts like a thin layer of glass that coats the paint. After using this stuff, water literally flies off. Again, first you use the provided cleaner, then seal the paint with the LG. This can be done in the sun, which is pretty unique, so the LG hardens quicker. After 6 hours of hardening you can add a second layer to add longevity.
The different between LG and most waxes is the type of shine they leave. Wax makes my car look a bit more dark, while LG makes the shine less deep, but more shiny - if that make sense.
My 2 Eurocents.
all in all takes me a good 2 hours on a nice day. Then it rains... 
