You use the clay with a lube, you could I would say even do it with showroom shine as the lubricant, normally you use a quick detailer with it and the two are similar,
The showroom stuff is normally on offer in Boyes as well. I do use it from time to time after a wash though. but the clay gets rid of all the ground in dirt like the bugs and tar from the road.
A good test to feel how smooth the paint is to get one of those thin fruit bags from a supermarket and when you think its clean put your hand inside the bag and run it across the paintwork, you will probably feel a rough(ish) texture this is what the clay bar also gets rid of, after I have clayed it and had the DA on it the paint is like silk to touch and the water just sheets off as there is nothing for the water to cling onto.
Dave