The glaze also gives better depth to a wax job. My personal favorites are Meguiar's and Mothers. There are basically three types of waxes. Carnuba based, Silicon based, and synthetic Teflon based. If you are using a carnuba based wax, avoid waxing your car when it is cold out.
Carnauba is difficult to work with when it is cold.
Don't wait too long after steps 2 and 3. The contents of many glazes, sealers, and polishes evaporate after time. The wax will seal them in. Make certain your car is dry. DWater spilling down from a sill plate will make it difficult to buff out the wax.