I pretty much follow Emma's step by step approach, which isn't surprising because I'm lurking over at DW a lot too.
If you're in a rush and you've got a proper snow foam lance, the Demon Snow Foam Shampoo can do the pre-wash and wash in one go. Spray on the foam, wait a few minutes, then use a wash mitt to wash the car properly with the remaining snow foam. The Demon Foam can be used as shampoo in a bucket anyway so works out alright.
In terms of what I use....
Buckets - £1 from pretty much anywhere
Pressure Washer - Nilfisk Centennial
Wash Mitt - Noodle from Asda, £2
Demon Foam Snow Foam Shampoo
Autoglym Bodywork Shampoo
Autoglym Resin Polish
Autoglym Extra Gloss Protection
Meguires Carnuba Wax (basically a polish - liquid form)
Meguires Endurance Tyre Dressing
Wonder Wheels with the brush
Demon Shine is a good cheap quick detailer
Drying Towl - £2 Asda one.
oh and glass - Autoglym Glass Polish is amazing stuff but don't put too much on!