That set that Simon linked is the same as I have.
Mine came as a kit with 9 sheets, foam block and Micro-Gloss Polish. I bought it about 7 years ago and have only replaced a few of the lower grade sheets since. The old ones still work pretty well though and I keep them for other jobs.
I don't think I've ever gone beyond the 6000, and tbh, probably could stop at 4000 without a very noticeable difference.