Here is a video of the Pumicing and polishing techniques I use on the retainers I make.
Pumice Substitute:
http://www.garreco.com/abrasives.html#resilience
High Shine:
http://jbcandcompany.com/shopping/shopdisplayproducts.asp?id=251&cat=Polishing+Compounds
I also get my pumice wheels from JBC:
http://jbcandcompany.com/shopping/shopexd.asp?id=613