I found the autoglym bug remover very good, but make sure you use it in small quantities as it is quite strong stuff
failing that, their is also an intensive AG product called tar remover, which is just excellent, but again, quite strong so use it in small quantities
I would suggest using something like Victoria concours paint cleanser afterwards to smooth any tiny bits of dirt left and give a nice shine, and round off with a decent wax (obviously once the car has been cleaned of course)
Meguiars clay is very good, and a good lube for the clay is just put some car shampoo in a spray bottle, diluted quite a bit and spray over the parts you are claying
Polish I would recommend is if you are on a budget, the AG high resin polish is very good
Wax, for darker coloured cars I would recommend the Victoria concours wax (red pot of stuff), but this is about £15 for a 4oz pot.