I'd never used clay on my car till yesterday! I washed it, leathered it off, bought a Meguirs clay kit, 2 pieces of clay, microfibre & cleaner wax, with quik detailer all in one box for $46. Uk £23. As previously mentioned, use lots of quik detailer to lube the clay, kneed it till its soft. flatten it into a pad, and start rubbing it over a small area at a time, I practised on my sisters Audi first....

You can see the dirt rise up onto the paint surface. wiped it off with the microfibre although if its cold you could wait till finished and re wash the car. Then I waxed it with Meguirs NXT, & to finish off the job, Turtle Wax Gloss Finish, And the result ? Stunning

real deep, wet look gloss.
the claying isn't hard to do, & my sisters Audi really has improved too, just got to do her whole car now, instead of just the hood!