As Dan said, its very much budget dependant. For example, you can get wax for €10 or you can get wax for €10,000...
Good, affordable wax would be the likes of Autoglym HD Wax, dodo juice, etc etc...
Componds vary, are you planning on machining or hand polishing? If machining, you can't go wrong with 3M, very easy to use. Green = compound, yellow = medium polish, blue = refining, for both polish and pads. Then you can intermingle from there..
As a basic kit, I would advise a decent shampoo and mitts, tar removal product, clay bar, Autoglym super resin polish and a wax like above for the body. A good wheel cleaner, pref non-acidic, wheel sealant and tyre shine. For the windows then, a window polish and a sealant.
And a sh!t load of microfibre cloths
Takes me up to 5 hours to wash and clean a car properly, never mind apply waxing, swirl removal etc
.. But I'm a little bit ocd like that