As an alternative to the Turtle Wax and Autoglym - try Mer Car Polish (blue bottle).
I always find this works better for older cars paint work. If it's a newer car I use Autoglym.
Just as TWR mentioned, always wash and dry your car body work before applying the polish.
Wax on - wax off Daniel son.
The best you can get is the Meguars range of polishes and washes.
They are available from Halfords and although a little pricey, they really do a brilliant job!