Cleaners/polishes/swirl removers should all be used right AFTER clay. In general (but not always) cleaners have chemicals instead of abrasives, as they tend not to do anything to scratches but instead to "clean" the paint of stubborn embedded dirt, haze, rust and other such things--an excellent example is Poorboy's Professional Polish (it's a cleaner, despite the name). Swirl Removers and Polishes are similar in that they (usually) both have abrasives to remove scratches. Both vary greatly in thier abrasiveness, although typically (again, not always) polishes are milder than Swirl Removers. Most abrasive of them all is compounds.
Hope this helps--if I'm wrong someone else please correct me...