Certainly pick up a clay-bar if you haven't already, Wintersun.
The best order for "when its sitting there wet", is, clay > dry > polish > protect (wax..)
As you can see above, there are a few routes to take. Alternatively, to get the ultimate finish, you need a professional detailer that can do the work for you. THEN, you can care for and look after the finish yourself (just make sure your wash-steps are spot on..)
I have contact of a trusted detailer based in Kent - PM if you want to know more.