Read the guide at the top for a start.
Detailing can get pretty expensive and I've already spent £600 before getting everything I wanted/needed. You can waste a lot of money on different products since everyone has a personal choice on what to buy. Halfrauds has a lot of stuff but most of it is crap - there are a few good products though. Also, detailing can vary from doing just basic stuff that takes 3-4 hours to detailing that takes 2-3 days, depending on how far advanced you want to go.
Here's what I would do, with the products I would recommend. Other forumites will have different opinions.
Washing: Hold off with a pressure washer. You don't need one, it's just nice to have. A simple hosepipe will suffice now and if you really get into detailing, you can research and buy a pressure washer later. Two buckets and a microfibre washmitt is enough here. Keith from the washshop has a deal on at the moment on two buckets and a gritguard. You definitely need two buckets, a washmitt and a shampoo. If buying from halfrauds, megs gold class shampoo is pretty good. I like to use dodo juice born to be mild - very slick and smooth to use.
Drying: Go for a nice drying towel, something large that you can use. I went for Chemical Guys Miracle Dryer towels.
Claying: Highly recommended. Will remove whatever bonded contaminants that weren't removed by washing. Halfrauds do a nice Meguiars Smooth Surface clay kit which is awesome. Search here on how to use it.
Polishing: Something I would recommend you get done by a professional the first time, until you are serious about it. If you go down the machine polishing route, look for the Meguiars G220 or Kestral DA6 polishers. Get one with a kit so it has polishes and pads too. Hand polishing is best done using something like Autoglym Super Resin Polish from halfrauds. This fills in light scratches.
Sealant: This essentially seals in the finish. JetSeal109 is recommended. I don't bother with this bit.
Glaze: This improves the appearance of the paintwork and prepares it for waxing. I use dodo juice lime prime lite. The standard lime prime version has a light polish in it and can be used instead of polishing, again for light scratches only.
Wax: You can spend anything from £10 to over £1000 depending on what you want. For durability, I'd recommend Collinite 476s. This is a hard wax and there's a bit of work involved but the wax can last for 3-4 months, longer if you apply a second coat. I use this in winter. There are other waxes that can enhance the blue colour. Autoglym HD wax from halfrauds is also very good.
Wheels: Megs hot rims is my choice of wheel cleaner from halfrauds, but bilberry wheel cleaner from online. If the latter, buy a spray bottle with a foaming head since bilberry comes in a concentrated form and you need to dilute it down to use. If you want to, you can clay the alloys wheels, polish them and apply a wheel sealant such as poorboy's wheel sealant. Once this has cured, dirt should simply just wash off and you won't need to use a cleaner for a while.
Tyres: I love megs endurance tyre gel. Use a sponge to apply this. Makes the tyres look new.
Windows: Clay the windows. Use Autoglym fast glass and a proper glass cloth. Both can be obtained from halfrauds.
Trim: Autoglym bumper car for the black plastic bits of the car.
Exhaust: Use a microfibre cloth and autosol metal polish (also halfrauds) and lots of elbow grease.
Order that I would do it in:
Rinse with hosepipe
Shampoo using two-bucket method. Rinse. Repeat if required.
Wash your wheels.
Whilst still wet, clay the bodywork and the windows.
Dry using a drying towel.
Apply your polish at this stage.
Apply your glaze/sealant.
Apply your wax. Leave to cure.
Do the windows and plastic trim next.
Don't forget your tyres and exhaust (I've always done them last).