I am still trying to get my mind around a clay bar. It seems that many are nearly obsessed with cleanliness of their microfiber towels and wash mits; i.g. two bucket wash, grit gards, quality of towels etc.
Yet, the clay is used to remove stuff. I assume that the stuff is impregnated into the clay. It seems to me that after a panel or two, you are just rubbing contaminated clay all over the rest of your truck. Wouldn't that cause scratches all over the place? How do you know when to replace your clay?
The key to good clay bar is the lube. Make sure it's slick, when you slide the clay bar around and to make sure you fold the clay bar often (contaminated side to contaminated side).
I've used Meguiar's and Mother's and have never scratched paint yet (I clayed about 20 times on my old truck--haven't used it on my new truck, but I've only had her a week and I'm on my "busy" week at work).
The technique that I found that worked for me, was to grab a small chunk of clay (about the size of a Canadian toonie-- aprox 2"?) squish it to a pancake, thin enough to make it about 3-3.5" round, but not thin enough to see through it.
Then spray the panel you are working on and give the clay a light misting on one side. Then start claying--wet side down. Aprox 1/3 of the panel done, I fold the clay and squish it out to form a pancake (like folding a pizza in half, all the "topping" are facing each other on the inside) and continue on. If you start to feel ANY drag... STOP!!!! and add more lube.
Once I do one panel, I toss that chunk of clay and and get a new piece. I'm sure I'm burning though more clay then I could be, but a clay bar kit is about $20 and a new paint job is $$$$. I find that a bar of clay = one truck.
I hope that helps.