It all depends, but my popular procedures are:
Polish - Terry
Glaze - MF
Wax - Foam
Why?
!. Terry helps the polish do it's job better (lifting oxidation, blemishes, etc.).
2. MF helps the glaze and sealants go on easier and evenly, and not to mention penetrating the paint thoroughly.
3. Foam helps waxes go on evenly, uniform, etc.