Clay is great, but you don't need to spend megabucks on the kits, do it the Grassroots way!
Go to your local craft store or even the craft department of Wal Mart and buy a package of their synthetic clay. It usually comes in a package of colored strips. Now you have a large amount of clay so you can make a good hand sized wad that is much easier to work with than those stingy little balls they give you with the kits.
The liquid that comes in the kits is simply a detergent/water mix to make it slippery. You can use a car wash/water mix or a Dawn dishwashing soap/water mix. I prefer Dawn. The experts recommend washing with Dawn occasionally to strip the old wax anyway.
This will give you several clay kits for quite a bit less than the cost of just one of the Automotive kits. It works great! I've done it this way for years and my cars look great.
You are supposed to rework the clay occasionally to work the contaminants into the clay ball and keep them off the surface so they don't scratch the paint. That is so much easier when you have a large wad of clay than one of those teeny little balls like comes with the kits.
If you drop your ball on the ground, with the expensive kit that comes with only one ball you have to take the time to pick all the little pieces of dirt and grass out and hope you've got all the grit out, with the cheap stuff you just toss it.
When you use clay sometimes little bits will adhere to the car and they can be a bugger to get off. This usually happens when you've hit too dry of a spot, an extra dirty spot or over a seam. I like to use a contrasting color clay so that it is easy to spot and I can go back over that spot with the bar until I have all the clay off the car.