If you get Mother's clay bar (Mothers and ClayMagic make the best clay, havn't heard too much positive about Zaino claybar; although there other products are superior), it'll come w/ directions.
-Wash car thoroughly, then dry. You may want to strip all of the old wax off the car before claying for best results. Don't use detergants or Dawn soap, for they remove oils from the paint. I use 3M "Adhesive, Tar, and Wax Remover" which works really good. Just spray it on, and wipe it off. One can does more than a whole car.
-pull car into shade, preferably a garage, and keep all dust off it. Let the car cool for one hour.
-Lay a big blanket below the area being clayed in case you drop the clay bar, thus saving it.
-Begin claying, Mother's supply 'Showtime' lubricant for the claybar. Don't use any other products, especially water!
-pick one panel at a time to do. Spray on lubricant, gently (with no pressure) go in a back and forth motion, overlapping the same area a few times
-You will hear the particles being lifted, when you don't hear anything, the area is done. When done, run your hand over the clayed area to see if you can feel anything.
-After you finish one panel, roll and knead the clay bar into a new ball to move the contaminants out of the way for the next panel
-When done w/ the car, wash it again thoroughly and dry
-After that, if you need to polish scratches out, now is the perfect time to do it.
-Last step, and most important, good brand of wax.