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A billion posts on this already if you use the search section... best clays to use are the medium to light ones for normal purposes. The Sonus Green clay is good for detailing, the grey ones good for slightly heavier work.
For beginning with, get a decent shampoo (I like Chemical Guys Extreme Body Shampoo from Car Wash n Wax) then Autoglym Super Resin Polish, followed by Autoglym Extreme Gloss Protection for protection. You can then get a wax for a bit more protection and to improve looks.
Make sure you read the guide how to use it as you can potentially cause damage if you don't know what you are doing. Don't worry though, it is excellent if you follow some simple rules and produces very good results.
Main points are don't use if you drop it, keep changing the shape, use LOTS of lubrication (ooh er :S ) and try not to use in the sun if you can help it (although you can).