John:
I have never yet used clay, but the research that I have done I would say that it's not the clay that matters so much as the motion and the lotion.
You are supposed to move the clay in a forwards and backwards motion...not circular. Also, some of the clay comes with detail spray that you use as the lubricant...for others you just get the bar and you make your own out of car wash soap.
I bought a clay bar about a week ago, but have not used yet as it isn't exactly car wash weather around here.
I really need to move.