I find building supply/home improvement stores such as Lows, Home Depot and Menards have some, although it is hard to find anything finer than 600. Car Parts stores often have a better supply of finer stuff. The better hobby shops also have the fine grades, although the price will be higher. For polish, if nothing else, toothpaste works as a medium polish.
If you use auto polish, use it only as an absolute last step unless you can verify it has no WAX or silicone in it. Both of these substances prevent adhesion of any subsequent paint or clear coats.