I know this post is a couple of months old but since no one else has replied I thought I'd post something about my experience with clay. I'm no expert but it's not rocket science.
claybaring is a really good way to 'clean'your paint prior to polish and wax.
General driving you get a build up of crap like tar, insects, all sorts of stuff.
Basically what you wanna do is get a small piece of clay and just work it a bit in your hands, fold it over and warm it up in your hands. Then spray on some lube, I've used quick detail in the past but tiny bit of car wash in water would prob be just as good, then just make small circles with the clay, just let it glide on your fingers without any pressure, you'll feel resistance at first then once it's smooth fold the clay over a few times to mix in the crap you've picked up and move to the next area. Run your hand across it _ you'll easily be able to feel the results.
Well worth the effort, it's actually a lot easier than polishing