Indded - The Glaze sits after polsihing before waxing. Most give good results, main thing to remember most dont allow sealants to bond properly to the paint, and in some cases sealants won't work at all over them.
Best looking one is Meguiars 7 Show Car Glaze but it is probably the hardest one to use.
The Clearkote Vanilla Moose Hand Glaze is my favorite one, works great by hand and PC and cleans up the paint really nicely (not a true pure glaze). If you want one that is more of a pure glaze that works well be machine try the Clearkote Red Machine Glaze. I tend to double up with both the above when I uses glazes.
I also have some Prima Amigo Glaze from Alex at Serious Performance that should allow sealants to bond to it, but not tried it yet.