If you just have the one lightbar to restore, you might go to an auto parts store and pick up a kit that they sell to restore plastic headlight housings. It has sandpapers up to 2000 grit or so, the polishing compound for plastic, and full instructions. It will probably have more than enough supplies to do your bar. I recommend this kit because it is a lot less expensive than buying full sheets of all the sandpapers needed and the polishing compound, especially if you just have one lightbar to do.
I had never done one either so I grabbed one of the kits and it worked perfectly. Takes a lot of elbow grease, but the results are worth it.
Oh yeah, I had enough materials left over to do the headlights on my '02 Dodge Ram and my wife's Grand Cherokee.