You could never wax and you don't really have to, but you do if you want a deep wet shine and the protection a wax gives. Just dealer hype.

I have fine grade clay bar, you'd only need the medium clay if you have really bad surface oxidation and contamination. You probably don't on a car this new.

Your order is wrong in what you intend to do.
Wash-clay-wash again-swirl remover-glaze-sealant-wax-post pics of results.

 

How is this....
Wash - Clay (gonna pick up a Clay Magic bar)- Wash - Meguires Pro Cleaner wax - 3m Finishing Glaze - yellow carnuba - Meguires pro (sealer) - polish(Zymol)

When I clay, I use a REALLY soapy water as I get a better feel for the paint. Lil slicker than a spray detailer. Looking for some opinions, as this is the first time the G will really get "done up".

The Volks (Sf winnigs) get a coat of wheelwax, then the next time I clean I use a product recommened form Ye Old Wheel Shope. Its a safe metal polish / cleaner and a buff ball. Lips be shinnin after that.

 

Your sealant goes on before the wax and there is no need to polish after you seal then wax, it would be stripping off the protection you just put on.