I've had good results using Meguiars Speed Glaze followed by Show Car Glaze.
For best results with them use the appropriate foam pads on a random orbit sander. Meguiars has "cutting pads", "polishing pads", and "finishing pads". They're Velcro backed and hook right onto a 5" ROS-- they're a bit oversized for it but that doesn't seem to make any difference.
The pads themselves have polishing action, from coarse to fine in the order I listed--I've never needed a cutting pad on a woodworking project, a polishing pad with Speed Glaze followed by a finishing pad with Show Car Glaze gets things up to a high gloss right quick. If you want less gloss stop at the Speed Glaze.
You can also apply by hand but you're going to need a lot of elbow grease--the abrasives are designed to break down during the polishing process so that you start out with a relatively coarse abrasive that during the process of polishing becomes a much finer one, and the energy to break it down comes from your efforts. The specific items I listed above are intended to be usable by hand--some of the others from the same company you'll be working on forever trying to get a decent hand- polish.
These work well with lacquer and polyurethane, I've never tried them with shellac (at least not yet). You want to have a fair bit of coating thickness though--they can go right through if it's too thin.