Mike says it perfectly - the more the better!
I started out with SF4500 for my soft, black paint. After that, I was hooked and pretty much bought the entire line. Currently, I have FG400, PF2500, SF4000, and SF4500.
2500 is designed to be the "one-step" product.
Sometimes you can finish 400 down and not need to follow up with 4000 or 4500, but it may vary.
There is no better finish on soft, black paint than 4500! I have told many friends on here about it and they have all reported back that it is better than they would have imagined. It is a great polish. I like pairing the polishes with Hybrid or HydroTech pads, with my preference being HydroTech since I use a PC. If you use a forced-rotation, check out the Smack method with Hybrid pads.
Happy detailing!