what brand are you using, I see them everywhere. going to goodguys here in phoenix next weekend. They will all tell me theirs is the best.
I use the Meguiars Clay bar kit on all my vehicles and it works fantastic. But as others have mentioned you will then need to polish and then wax the vehicle. I use a wheel for the polishing and waxing as it makes it much easier and faster.
Since the thread started I have clay barred the car with a Groits synthetic clay bar.They have a small round one and a mitt which is much bigger. I used the small one with their lubricant and it was very easy and did a beautiful job. Went from very rough to smooth as glass with absolutely no damage. I am impressed.
I've been using Zaino (zainostore.com) products for over 20 years now, including their clay bars. Haven't found anything I liked more... The polish may seem expensive, but one thin stripe on the pad with the polish will do a whole door or hood... The key to their products is multiple very very thin coats...