Zaino is a sealant, not a wax (Griot's sells a paint sealant as well as you noticed). They do different things and give different looks to your car. Sealants and waxes each have their own strengths and weaknesses compared to one another.
Synthetic care care products have come a long ways since first introduced years back. Sealants like Zaino give great protection and extreme reflectivity, but tend to look kind of plastic (they are synthetic so that makes sense). Quality Carnauba waxes like Griot's Best of Show don't have quite the durability of a poly sealant but give a deep, wet look to the car's finish.
Personally, I like the deep, wet look of a Carbauba, plus my fun cars are garaged so durability isn't so much an issue, but I do use Griot's Paint Sealant on my family's daily drivers due to their being used year round in all kinds of weather. Decide what type of look you want and try whichever product best fits that.
A random orbital is a great tool for car care, no question. It makes it easy to get wonderful results. Don't go for one of the cheapies sold at Wal Mart, Pep Boys, etc. You'll end up tossing them in the back of your garage out of frustration (been there, done that). Save your sheckles and get a good one...Porter Cable, Griot's or the Flex. Dollar for dollar, the Griot's is the best, though the Flex is fantastic but it costs nearly three times as much.
As far as using a sealant and wax, you can use a wax over a sealant, but not a sealant over a wax. A sealant bonds to the paint's surface. Putting a wax over that (after a 12 hour cure time) is OK. If you try a sealant over a wax, it cannot bond and you've wasted your time and money.