99% of the true finish is in the preperation stages I:E wash/clay and polishing.
Depends what colour and look your after?
For wet and warm/glowing finish a true carnauba wax will be the way to go.
Typical waxes for a multitude of colour variants are dodo juice rainforest rub( soft entry level wax ), dodo juice juiced edition ( soft wax, rubbish boys re-mixed ), swissvax onynx( soft entry level wax ), meguiars #16 mirror glaze paste wax ( zymol titanium without the name, scent and heavier price tag ) and one I have grown fond of recently rubbishboys original wax ( hard wax ).
This is a car I did for a member on here not to long back:
http://www.z4-forum.com/forum/viewtopic.php?f=15&t=17938
If its light metalics then look towards a sealant.
Sealants give that cold, hard metal look which is what is needed with silvers/golds etc.
Typical sealants that work well and look great are poorboys world exp, chemical guys jetseal 109 and finish kares fk1000p which is a paste wax sealant and gives such a fantastic finish.
For red's/oranges and warmer colours then dodo juice orange crush or poorboys world ex sealant ( carnuab based ) and nattys red paste wax layered really gets the paint hopping alternatively collinite 476s looks really nice on red also.
jUst to give you an idea of the looks.......
Picture of collinite 476s on red:
Dodo juice juiced edition on dark blue:

And pearl white:
Dodo juice orange crush on orange:
Swissvax onynx on blue:
Rainforest rub on black:
FK1000p on silver:
