Clay is a simple and rewarding process. First determine if your car even needs to be clayed by doing the "baggie test". Take a sandwich baggie, the really cheap thin ones, and stick your hand in it and rub it over the paint after you've washed. If the paint feels gritty thru the baggie then you need to clay. Clay Magic makes a very good and simple clay. There wont be enough lube to clay an entire car with what is in the box so you'll need to buy some more lube. Meguires Quick Detail Spray will work fine. If you want to make your own lube you can use one capfull of your favorite car wash (not dawn) and mix it with about 32oz. of distilled water in a spray bottle. Cut your clay bar into 3 to 4 peices. Do not waste the whole bar on one car. Take your lube and spray it on the car doing one section at a time. Rub the clay on the paint using very light to no pressure. Just let it glide over the panels. You will feel the clay "grab and pull" out the contaminants. Once the clay glides over that area nice and smoothly you can move on to the next panel. Be sure to roll and knead the clay often to expose a fresh clean side. Remember, if you drop your peice of clay throw it out. Dont try to re-use it. Once it hits the ground it will have a ton of debris that you may not be able to see but it will scratch the heck out of the paint. This is why we cut it into peices also. When you've finished the entire car pull it out and re-wash it to remove the film that the detail spray will leave. If you have any scratches or spider webbing, nows the time to remove them with your favorite polish and swirl mark remover. When that task is complete be sure to seal everything in with a good coat of your favorite wax. Now try the baggie test again and see the difference in your paint. It should feel as smooth as glass. Remember the three "L's" when claying a car: Lube, Lube, Lube. Never clay an area without lubing first.
Claying is a very simple process that provides great results. Most of the time even new cars should be clayed due to rail dust from train transportation and road grime from truck transport to the dealership. Claying should be done on an as needed basis or every six months.