Oh boy, where to start! There are a ton of really good products out there for protecting you vehicle. The simplest and easiest is going to be waxing the vehicle. Now, I have to talk about what a wax is a little bit. Gone are they days where the only thing available was a can of turtle wax at the parts store or similar product. Technology has really taken off with regards to protection for vehicles. There's waxes, sealants, polymers, polymer-wax hybrids, coatings, SiO2 coatings, the list goes on and on. I'll try to narrow it down for you a bit. Technically speaking a wax is something that is a natural product, most commonly a carnauba wax. They leave a fantastic shine and finish on the car that is deep and rich looking but they don't last very long and are probably the hardest to apply and remove, though they have gotten better with this. The other problem with most waxes is that they are very difficult to remove if you get any on the black trim that the CX-5 has a lot of. That leads to Synthetic Polymers or sealants. Sometimes they are marketed as waxes for the sake of the consumer since most won't know what a synthetic polymer sealant is when going to the store to buy "wax" for their car. A very good one that falls in this category is Meguiars Ultimate Liquid wax. It actually has no natural waxes in it and is purely a synthetic polymer sealant. But it is very easy to put on and take off and lasts much longer then a natural wax, usually up to 12 months depending on conditions. In Wisconsin I see about 6-8 months out of these due to the snow and salt. Others like this are the Ziano products, Collonite 845 and 476s. I recommend any of them as most are trim friendly. I use both Ultimate liquid wax and Collonite 845 on customers cars and put the product right on the trim as well with out ill effects.
There's also coatings, usually SiO2 ceramic coatings from the like of Gyeon, Gtechniq, CarPro, Optimum, McKee's Etc. They can last up to 5 years and make cleaning the car very easy as dirt almost just rinses off of them. They are labor intensive to put on as the car as to be 100% cleaned polished free of defect before applying.
Also, there is a growing number of spray on products that work quite well. Things like Gyeon wet coat, Meguiars Utimate fast finish, and CarPro Reload or hydro2 lite. Some of those, you just wet the car down, spray the product on and then use a strong steam of water to rinse off and the car is protected!
As for putting these products on, I highly recommend you get yourself a Dual Action Polisher. there are many option out there so you need to figure out what your goal is for the machine. If it's just putting waxes or sealants on then an inexpensive one, like the Harbor freight DA will work just fine. That machine can also do some decent paint correction with the proper pads and polish. If you are really wanting to polish and compound the paint to perfection it's worth it to spend a bit more on a more powerfull larger machine. A 21mm or 15mm long throw DA will correct much faster and they are very safe to use unlike a rotary polisher which can leave holograms and burn thru the paint if not used correctly.
I have both a 21mm long throw machine I use for correction work and a Harbor freight DA with 3" backing plate that I use for applying my last step products (LSP's). The nice thing with the 3" backing plate and 3.5" pads is that they fit in most of the "cans" of products like Collonite 476s so they are very easy to use. Thin is in so If you go this route a little bit of product goes along way. 2 thin coats are better then one heavy coat. When I use Megs, Ultimate liquid wax I do 2 thin coats and can apply the product to the entire vehicle before removing that coat, then I go do it all again. Use the glass test method to see if you need more product on your pad. If you press the foam pad against the galss and it leaves residue behind, you still have enough product. if it's barely visiable, it's time for more product. Usually 2-3 pea sized drops is all you need to do a hood or doors sized area. For applying the product use a pad with no cutting ability like the Lake Country black pads. If the product you use has any cleaning ability you can use a white LC pad as it has very very light cutting.
If you have more questions on a particular product or want more specifics just let me know, Happy to help you make some selections.