If you're new to detailing, the first thing I'd say is don't get drawn into the mentality that the more you pay for something the better it will be. It's very easy to read up on detailing and end up buying more expensive products than is entirely necessary.
Wash Mitt - I like microfibre wash mitts because you can put them in the washing machine but most lambs wool mitts will be equally good at providing a safe wash.
Shampoo - Dodo Juice Bordn to be Mild is exceptionally good stuff, it lives up to the hype in my opinion. I'm also a fan of Meguiars Gold Class shampoo as well as Chemical Guys Maxi Suds. I've used others, currently trying out Zymol Autowash which is very good.
Drying Towels - you'll want a deep pile, fluffy microfibre ideally. I've used Sonus Der Wunder towels for a few years but bought 2 fluffy microfibre ones last year and they are significantly better.
Polish - Autoglym Super Resin is brilliant, it'll fill swirls and is virtually non-abrasive so will leave a great finish with minimal effort. Alternatively Dodo Juice Lime Prime is good if you want a bit more 'cut' to it and Lime Prime Light is well worth a look.
Wax - Collinite 476 and Finishkare 1000P are both more like sealants than waxes although both claim to be paste waxes. They're both sub £20 and will out last most waxes out there. I have numerous waxes from Dodo Juice which are always a pleasure to apply and look great. Also worth considering are Meguiars paste waxes or Chemical Guys XXX Hardcore Paste wax is good. Generally I wouldn't bother with liquid waxes, they look as good but don't last as well.
Quick Detailer - To add protection I use Dodo Juice Red Mist which is more a spray on sealant. For a quick wipe after a wash or as a drying aid I love Chemical Guys Speed Wipe. It smells nice and is good on paintwork and glass. For clay lube I'd use Meguiars Quik Detailer as it's cheap and I always get through quick detailer when I'm claying.
Wheel Cleaners - I personally don't think you really need more than a wash mitt and water/shampoo to clean wheels. I tend to use Meguiars wheel cleaner if it's really necessary on the Mrs car but steer clear of wheel cleaners if I can. On the finish on my Gordini rims and on my Megane I would only use Sonus Rim Bright as it's PH neutral wheel cleaner.
There's plenty of other aspects I could go on about like plastic treatments, tyre shines etc but I'll stop before you nod off haha. Hope that helps.