You'll get a range of opinions, but the common wisdom I've heard and chosen to accept is that waxing a new vehicle is a good idea. If it's literally brand new and rolled off the assembly line recently, I'd give it a little time to "cure" but it ought to be ready. Otherwise, what I did is clay bar my vehicle to remove already accumulated road grit, tar, overspray from passing a striping convoy on the highway, as well as to remove rail dust and other gunk that may have accumulated during new vehicle transport, test drives and showroom display. Then I gave her a good wax job (Maguiar's NXT Generation Tech Wax is what my Dad uses on his Torch Red Ford Mustang GT, and I like the look of it -- that and it requires only a thin coat, though you may find you need to apply it more often than other waxes.)
Due to time constraints I only just now got around to doing all of the above. I've had our '06 FEH since March 6, 2006, but she's garaged 85% of the time and I have washed her several times prior (just wash and hand dry on those times, though).
I must say after the clay bar and wax, the paint is as smooth as a baby's bottom and looks terrific. I took photos and will post a few in the Share section. She looks better than she did when I took ownership of her, if that's possible (well, aside from the repaired winshield rock strike right at driver's eye level that I got 4 days after purchase

) Progressive didn't want to replace the windshield due to its size (about the size of the tip of your pinky finger) and I didn't really want to either, since that would break the factory seal. We'll cross that road if we need to later.
I didn't used to have favorite car care products (I took good care of our '92 Corolla, which we still have, but I didn't really look for the "best" stuff), but I highly recommend the whole Maguiar's NXT Generation line of products... They smell wonderful, really bring out the color and shine (my Dad's torch red color literally is painful to look at once it's had a bath!) and are easy to apply.
I splurged and bought a stack of microfiber cloths which I use for all my detailing. I throw them in the washing machine on a heavy duty wash after use (all but the one I use to wipe down the tires, after I learned the hard way that not wiping the excess off led to spray all over my rocker panels and lower doorframe.)
I figure I'll wax maybe 3 to 5 times a year, depending on weather and how the paint feels over time. I'd wax more often if I kept the car outdoors, due to our intense heat and heavy pollen. I wash the car once a month or so, weather and time permitting, but I wash bird mess and such off immediately with Maguiar's Quick Detailer (also smells wonderful).
I don't know if you're familiar with clay bars but I highly recommend 'em. I've been a believer ever since I felt my Dad's Mustang GT, comparing the smoothness of a clay barred panel to one that had not yet been done. Night and day! Doesn't need to be done often and in fact you'll want to wax afterwards as the clay bar removes not only bad stuff but also any wax build-up.
I use Mother's Clay Bar. I don't know if Maguiar's has one, but I've been happy with the Mother's brand for that.