For headlights I'd just use the Xpel pre-cut film. It's robust, 100% clear, UV protection, and fairly inexpensive. My Acura RL headlights were oxidizing (common problem) so I wet sanded and polished them down before installing the Xpel this summer. Just drove it in the greasy rain today and they look like new. Will report back in another 6 months on how they handle the winter, but at only $60 for the set, I think they were well worth it.
They'd be great at preventing rock chip, sand/salt, and UV damage for a new car too. I read a review that one guy used them on his brand new (at the time) TSX and the lights looked just as good when he traded it in 5 years later.
For paint, right now I'm just using a synthetic polish/sealant All In One combo product (Blackfire Total Polish and Seal) on my car and my parents fleet which does a decent job. The softer Honda/Acura paint is corrected a bit with a polishing pad while not as much correction is done on harder paint like Chrysler stuff. Needs re-application every 3-4 months by itself. I put a layer of Collinite 845 wax which helps the longevity on the Acura and makes cleaning off road grime a breeze.
The ceramic and other coatings are worth it for those who want more protection without needing to re-apply every so often. I enjoy working on my car so it's not a big deal for me at this point, but I can see the appeal for those with higher end cars and not as much time to maintain the paint quality.
Edited by whiteslashasian - 12/27/15 at 4:50pm