you want to clay the car to take off all of the surface contaiminants. you would want to do this when you are looking to cmpletely strip the wax and crap off your paint for the purposes of working with a prisitne surface for waxing or zaino. you only really need to do this once in a great while since you are rarely stripping the entire car of wax, etc....
to clay :
(1) dawn wash to get off all wax
(2) clay the car
(2a) make a solution of water and just a touch of NON DAWN soap (or zaino carwash)
(2b) mist it on the clean car and wipe the bar back and forth in linear motions over the wet area. if the bar sticks, then you need to lubricate more.
(2c) do all of the painted surfaces.
(3) re wash off all of the clay bar oils
believe it or not, even tho the bar is small, claying the entire FX will take less time than a hand wash. once you put lubricant down, it slides very easy and you can cover a lot of area fast.