Oh man, there are so many options on could use for detailing.
Turtle Wax is somewhat looked down on by people of the detailing world. Usually subpar looks/duration. Granted, I have heard the ICE line is rather easy to apply and use.
Depending on what look you're trying to go for, you can use a sealant or a carnuba wax. Generally speaking, a sealant will give you a shiney, almost "seran-wrap" look, while a carnuba wax will usually give you a deeper, "wet" look. Usually, lighter colors will benefit more from a sealant, while darker colors will want more of the dark, wet look.
For my white Expy, I like using Collinite 845 IW, or Wolfgang's sealant. Both have held up pretty well, and looked nice and shiney. On my friend's blue S4, he's liked using P21S 100%, as well as the Natty's red and blue.
You should read through the detailing sticky found in the detailing seciton over at F150online for more info on waxes, as well as glazes and paint correction.
As far as clay bars, you should use them every so often, maybe 2-3 times a year, or when you can feel "roughness" in your paint. Just remember that you need to wax after claying since a clay bar will take off old wax. Either way, you should be good using either the Megs, Mother's, or Clay Magic found at most auto stores or in the car section at Target/Walmart.