One word of caution on the guys advocating sand paper and heavy cutting compounds.
If your car is still on the factory paint, you might not have alot of clear coat left anymore.
If you sand down throught it, your looking at new paint on that panel, and possibly the entire car.
I have not seen much sucess in just replacing the clear coat, but I don't know why that would not work. (Wet sand the entire car, and apply a few coats of clear over it, but the problem is if your base/color coat is damaged, then your just covering up problems, actually making your problems nice and shiny if you think about it.)
I use Z best Wax. (It's the purpble stuff you buy at trade shows.) It's a mild cleaner wax, and has a high carnuba content, so it hides your scratches pretty well. Only lasts about 3 months however. So you have to do it 4 times a year to keep it looking good.
NuFinish is fun stuff. Put it on and forget it. (Poly finishes are like that.)