If you want to protect it in the best way possible, the basic rules I follow are:
Always use the two bucket method (One with your shampoo solution, and the other with clean water to rinse your dirty wash mit). Never ever use a sponge, any grit or loose dirt collects on the surface of the sponge and will have a sandpaper effect causing swirl marks. A microfibre mit is your best bet. Wouldn't use a shammy either, an old soft towel will do the job - pat the surfaces dry rather than rubbing.
My Fiesta came with a Diamondbrite kit thrown in to the deal, so I tended to only use those products on it. My Focus didn't come with any of that, so was a bit of a fresh start!
I use snow foam which is very good when the car is caked, and Meguiars products are very good (if a bit pricey!). I'd avoid the really cheap stuff in Halfords, spend a little more for mid-range if Meguiars is a bit of a stretch. I don't think Wonder Wheels is a particularly good option for the wheels - it may remove tough brake dust, but if you get it on your hands it burns, which makes me wonder if it actually does any good for the longevity of the lacquer.
I clay my car about once every six months - you do need patience as it takes a while, but the effects are amazing for a mirror like finish. After a clay, always then wax the car as that way you'll ensure it's protected from the elements.
One product I love is Rain X... apply it to your windscreen and side windows and you'll barely need your wipers!