A clay bar removes all "on surface grime & dirt"

Here are some points to remember when using a clay bar: -

Stages, do the car in stages such as: -

Stage 1 - Roof & bonnet (possibly front wings aswell)
Stage 2 - Both front and rear wings
Stage 3 - All doors
Stage 4 - Both bumpers, sills, door mirrors etc
Stage 5 - Glass
Stage 6 - Lights
Stage 7 - Wheels

Using Clay: -

Cut clay into 2 pieces (wrap one up & set aside)
Flaten clay to half it's thickness
Spray lub onto paintwork
LIGHTLY rub clay accross paintwork (like rubbing soap over your skin)
ALWAYS stay inside the area that has been lubricated
At the end of each stage inspect the clay, if it's time to use a clean part DO NOT turn the clay bar (flip over) as this will "LOCK" all the clean clay in between the dirty sides.
You must FOLD the clay so as to "LOCK" the grime & dirt in, then flaten out again and away you go.

As a rule of thumb when rubbing clay over the car a CLEAN side of clay will ALWAYS be in contact with your hand.

Note: should you DROP the clay bar on the ground it MUST be disgarded......binned......as it WILL have picked up debris which could scratch your paint, this is another reason for cutting the clay bar into 2 pieces.

The stages mentioned above are only a guide, you should decide on what you see when inspecting the claybar.

All of the above are just my opinions but I hope it's helps

Bryan