Lots of good advice and products already. I want to highlight that rotary. Unless you have used it before, return it and get an random orbital or dual action. You can get just as good results. If it's too late, then as previously stated, be careful.
I haven't run into any bad clay bars. I've used Clay Magic, Meguiars, Mothers. All great... I buy the cheapest of the three that's on sale. I do recommend a clay mitt. Mine was from Chemical Guys. It makes claying faster simply because there's so much surface area and you don't have to knead. You still do have to dunk it in water. I very quickly follow up with a clay bar to ensure I didn't miss anything. The mitt has been excellent and averages 90% as smooth of a surface as the clay. It's main problem is the padding and microfiber behind it. It's hard to gauge when the paint is smooth by feel. Hard to tell by sound since there is so much surface area of clay.
If you did use dual action or rotatory Meg's Ultimate Compound/Polish is the consumer cousin of M105/M205. If your car lives in the sun, I recommend Mother's Step 1 then Meguair's #7.
Wax/sealant recommendation is subjective. They all get the job done. Some are not worth your money. It starts to become an argument of what's the best food. Not everyone's palette (clearcoat softness/parking situation) is the same. I've been beyond happy with Armor All Extreme Shield Wax, but that product looks like it's not available anymore. It reliably lasts one year and was easy to use. No need to haze, slather on, use another cloth to spread/dry. Then move on and return 1 year later. Looks like Meguair's Fast Finish looks like good replacement. Other waxes I'd use again... Meg's #26, Ultimate Wax. I've used Meg's Cleaner Wax, Meg's NXT 2.0, but feel their other products for the same price range is better to use.
As for Turtle Wax, their Wax-As-U-Dry is the best value. Not just for maintaining wax when you dry your car, but for cleaning door jams and windows. It dries streak free. Key is to use a damp microfiber cloth then lightly spray. They also give you so much for Walmart sells it for $4. I think the bottle is 26oz or 32oz. Meg's Ultimate Spray Wax is also top notch but expensive. $8 for 16oz when on sale. However it is a spray wax, not wax-as-u-dry. Still awesome and I use both.