Glaze is good for show cars when you want to fill imperfections quickly, if you polish properly you'll never need glaze

spent ages refining the bonnet of the ST today and it gave a better finish than I've ever seen a glaze and wax give.
One of the best things you can do is experiment, find out what works for you and what you like woking with, experiment with different products and get comfortable with everything.
If you're looking to get better at it then this is the order I'd go about practising and perfecting things
Proper washing technique
Proper decontamination and clay technique
Trim taping
Paint assessment (save up for a paint depth gauge!!)
Mess about with a DA until your hearts content

Save for a decent rotary polisher and some good pads
Get some scrap panels from a body
shop (they tend to give them away for free)
Start practising with the rotary
Book in with a detailer for a 1 to 1 session on proper rotary use
Detailingworld has good information about everything, but don't assume that just because its on there it's true! You can also download the swissvax handbook for free on their website which has some good tips
Long post over lol