I hope you don't mind me jumping in on this thread with my advice too.
Dan has given some top advice there.
If you want to go for a machine polisher with the pads and polishes, have a look at the Kestrel DAS-6, some great kits available:
http://www.waxamomo.co.uk/productcart/pc/viewPrd.asp?idproduct=327&idcategory=22I am a big fan of the Meguiar's Pads, however maybe Meg's 83 and 80 are not the best for VAG paint, therefore you may want to go with the following:
Meguiar's 105 - This will deal with any swirl marks you have with a Dual Action polisher.
Meguiar's 205 - This is one of the best finishing polishes on the market at the moment and will give you the depth of shine you are after.
As for clay, I would go with the Dodo Juice kit:
http://www.waxamomo.co.uk/productcart/pc/viewPrd.asp?idproduct=264&idcategory=18Born Slippy and Supernatural Clay is a fantastic package.
What wax or sealant do you have? Do you have a good shampoo, mitt and bucket with Grit guard to keep up the good looks once you have put all this work in? Lots of people don't realise how important the washing stage is, you could put all this work in getting the perfect finish, but all it takes is a bad wash technique to put the car back to were you started, full of swirls and not shining like it should.
Hope that helps a bit?
Chris