You should really have a look in the
Bodywork/Trim & Detailing. But to summarise:
It depends on what YOU want to achieve, and how much effort you want.
The absolute best "motorshow shine" will be from no coat, just lots of hardware and using a great wax etc. But then you will be prone to swirl marks, stone chips, and lots of hardware (wax lasts ~3 to 6 months max).
You can get a different type of shine which will lasts for 12 months and give even better protection from a nano-sealant such as Nanolex. You're still prone to swirls if you're not careful, and stone chips...
Opti-coat is a professionally applied "hard clear coat". It's hydrophobic to repeal water and release dirt and grim easier, meaning your washing routine should be quicker and easier. As it's harder than the standard clear coat, it is less prone to swirl marks and stone chips (though they'll still happen). As it's just like a clear coat, you can then put your choice of wax or sealant routines over it. You just have to avoid abrasive polishes.
Ventureshield Stonegard/3M Paint Protection Film is a physical barrier against stone chips and other contaminents. It's just like wrapping a book with contact. Whilst it's "invisible" from a more than a few feet away, as it is a "plastic film", it has lots of little imperfections from the wrapping process. But it's not prone to swirls etc. You'd typically put this on the front of the car as it will stop stone chips. The stones can still cause a dent, but the paint will be intact. You can apply opti-coat and sealants over the top of Ventureshield...