Try washing the bugs first. The next step would be a purpose designed bug remover - Sonax is a higher end brand, used by luxury car owners (which may or may not mean it is better). It is not expensive so I bought some.
For leather, the same luxo-people tend to favor Harleys or Leatherique.
The Meguiars Ultimate is their best 'wax' product. I like all their stuff.
But you have to be careful about what is "best" - Consumer Reports does testing, but does not test all products.
For any test, you have to consider the methodology used - including the climate (sunny vs. rain, foggy etc.) and whether an adequate sample size was used to yield valid results.