Like everyone's said,your best bet is to use the search function. Most problems new people come on here with are very common problems the senior members have dealt with time and time again.
However,with your headlights,you'll want to wetsand them in 3 stages. Use a 1000,1500 and 2000 grit,and this removes the yellowing layer of the UV shield. Once you're finished sanding,polish the lenses with some Meguiar's PlastX and they should come out looking pretty nice.
It's not a permanent fix,you'll need to touch it up every few months and the lenses will begin to get cloudy without regular polishing.
For the clear corners,on '95-97 cars,it's a job and a half. You need to open up the lense,and to remove the reflector,the best way is to basically take a dremel grinding bit and grind down the reflector until there is a thin layer left,which you can sand away. It's not really worth the time and aggrivation unless you really,really want the look. I want the look,but I don't want it THAT bad,so I'm not doing it. If you have a '98-00 it's easier,but I'm not sure how they remove it.