How many times do you polish? If done properly, you shouldn't need to polish more than twice a year or so.
Glaze depends on the polish. If the polish has fillers (eg autoglym super resin polish) etc then I wouldn't use a glaze as it can remove some of the stuff left behind. If the polish is purely that, then glazes help add a 'wet' look. A sealant can then be applied next to seal in the finish and protect the paintwork. Then wax on top.
Very few waxes last long enough but apparently (haven't got round to reading the thread yet) Vic concours wax lasted around six months.