This was a good first pass, but I would suggest you go back and work from 1000 grit on up. You can see the heavier scratches and haze left behind by the sanding and it should be perfectly clear if done properly. Use water to lubricate the surface while you do it and take your time. When you're done they will look like new. Mask off the surrounding paint with blue painters tape so you can take the sander right to the edge of the headlights.
For a protective coating, try opti-lens. You won't find it in the local auto parts stores, you'll have to order online. You'll get enough to do several cars, so line them up. It's not cheap, but most of the cheap products won't last more than 1-3 months. I haven't used this one yet but I would expect to get a few years out of it, Optimum produces pretty good products.
