Clay bars remove contamination. Feel the paint after you wash the car with a sandwich bag over your hand. You will feel grit (like sandpaper, but not as bad) on the surface. Washing doesn't get that grit off. Clay bar or even a clay rag will. Wash the car, clay bar (or rag) the car, rinse the residue off (some skip this step), polish (if you want, highly recommended), and wax or apply a sealant. When using clay, lube lube lube. Do a section at a time and make sure the lube doesn't let the clay drag across the surface dry. You will feel when it gets clean because it will slide easier. I prefer rags because they can be cleaned off if dropped, where a bar is junked after it's dropped. A bar can be molded to get into tighter spots easier. If you clay, you must (well, more like really should) wax or seal the paint because it strips off wax. I use Meguiars quick detailing spray (usually comes with a clay bar kit) as lube since it's slick and cheap.