The wax that comes out of the pressure washer at the car wash...

That stuff just washes off next time it rains. My NXT lasts all winter.

I have never used a clay bar on a car. Past cars got washed when it rained, but I really like the Bonneville and want to keep it clean.
Does the clay make much diffrence?

It removes the grit. Run your hand over the paint, you will feel the grit. Clay removes that from the paint and it will then feel smooth as glass. Less chance of scratching when you use polish.

What exact products should I pick up? I'll need to do this soon as well. I'll do the whole 9 yards, claybar, polish, glaze, wax.

Here'* what I use.

Start with a wash, your choice of soap, make sure it'* a car soap.

Meguires clay kit.

Meguires #80 polish

Meguires #7 glaze

Meguires NXT 2.0 wax

I use a rotary buffer. Doing it by hand will take a long time.

Where do I get said rotary buffer. The only rotary thing I have is my orbital sander and I highly doubt that will be a good idea.

I also have a cordless drill if that helps me at all.

I will assume you do not have a lot of experience doing this. If that is the case, then I do not suggest using a rotary buffer. You would want to look at something like the porter cable 7424. Price is a bit over $100. But well worth the investment.

I don't have a whole lot of experience buffing cars. Never really had a reason to. Even a bit over $100 is a bit much considering how often I'll be doing this.

Might just start with the claybar and skip a few steps.