You guys definitely have it right. Nothing compares to a qualtiy Carnauba wax for depth of shine and deep, rich wet look. But they break down quickly. Polymer sealants last MUCH longer (sometimes 4-6 times longer) and offer far superior protection from the elements, water beading, etc. but at the cost of some of that depth of shine.
Your best bet, if you really want to go to this extreme, is to start with a polymer sealant base and finish with a Carnauba wax. However, IMO, your wash, dry and polishing technique and materials are just as important (if not more) than the brand of polish/wax that you choose. Claybarring, removing swirls and keeping your paint in good, scratch-free condition will go much further to having a beautiful shine than picking an expensive wax and putting it on a poorly maintained paintjob. Always use high quality car wash soap, washing mitts and microfiber drying and detailing towels. Use the two bucket wash method (another thread on here) and if you're really serious about a great looking finish, get yourself a Porter Cable 7424. It's the single best $125 you can spend on your paint!