Yes. Always wax after using a clay bar. Clay bars strip most (all, really) wax from the finish, in addition to surface contaminants, etc. Thus, if you want any protection for your finish, wax it.
As for a proper topping wax, you can use anything you want. I recommend Zaino's own wax because its durability is one of the best. Meguiar's Gold Class, a liquid carnuba-based wax, has a durability that is far less than Zaino. Where Zaino may last for three to five months, Meguiars lasts two to three weeks.