You've got the right idea, and I'm sure you'll have great results.
If you haven't already, check out the "prep, seal & wax" section at http://www.detailguide.com
On thing that we all agree upon... you can't have too many quality microfiber towels. I used to be a "100%-Cotton" guy, but microfibers are replacing those in my garage, though I still like having a good supply of soft, plush cotton towels handy.
The Detail Guide will recommend some methods and supplies that will be helpful. Others here will have advice most certainly.
Also check out the Reel World section at http://www.mothers.com/reelworld
for a Clay Bar demo.
I wish I knew what you meant by "film" ... if you can describe it better, that would be great. Hopefully it's not the clearcoat showing a problem.
For the deeper scratches, try a scratch remover product if the Pre-Wax Cleaner doesn't handle them -- Mothers makes a Scratch Remover, but remember to always try the least-aggressive method first when dealing with your vehicle's finish.
Hopefully I've been of some help, and good luck!