As stated above the Claybar is used alongside a lube/quick detailer, in flat pieces and is rubbed across the surface until there is no roughness and all the bonded contaminents are lifted.
The Megs Foam Applicators are small and pretty cheap. I find them useful for applying wheel sealant and tyre dressing as they are inexpensive so I'm not bothered about runining them.
As for polish, sealant I find the German applicators very good, although they aren't the softest. It has two sides, a slightly harder side for polishing by hand and a softer side for applying waxes or sealants.
But as for applying wax I would be going for the Clearkote Microfibre applicators as they are very soft, so won't scratch the paint and also hold a good amount of wax without clogging up.