If you want a High Gloss finish, I would recommend two products. The first is Minwax, Wipe-On Poly, and the second is Micro Mesh Pads,
http://www.micro-surface.com.
The Micro Mesh Pads consists of Nine colored individual pads, ranging from a coarse grit of 1500 to a fine grit of 12,000! They last a very long time, and can be used wet or dry, and can also be cleaned with water and brush.
You sand normally to 600 grit, and then start using the Micro Mesh Pads.
With Wood Finishes such as Poly, you sand up to 3200-3600 between multiple coats, and then start "polishing" the surface beginning with 2400 thru 12000!
As the process continues, you will discover that you are actually "polishing" the surface! The company states that the 12000 grit will leave a scratch pattern that cannot be detected by the human eye!
You continue this process until you are satisfied with the sheen. Somewhere around 5-6 coats, and you will have a very high gloss. But..........suddenly, you are addicted! You find yourself, depending on the project, applying more and more coats.
Wood turners are discovering the above two products, and find themselves applying several more coats. One fellow wood turner that I know has applied up to 12 coats on a segmented bowl that he turned.
For myself, I try to stop around 7-8 coats when using the above combo!
Good luck!
John