Mike,
You could use finale as a lube, you could use pretty much most quick detailers, but i'd see it as a waste of finale.
It really is simple to do. What i do is break the clay up in to 2 pieces and put them in a jug of warm water. I then soak the car (when i'm ready to clay) take a piece out of the jug and make it into a plam sized piece. I then do a panel at a time, checking the clay periodically and if necessary folding over. I also have a spray bottle of water to mist onto the panel if needs be. Once the clay starts to harden i pop it in the warm water and use the second piece and just repeat the process till every panel is done.
It doesn't take me long as i have used tardis and Iron-X (if needs be) before hand so there is very little if anything on the paint. Generally you shouldn't need to clay anymore than 2-3 times a year.
Remember if you clay you need to polish afterwards as it will marr the paint.
MC71,
It depends on your paint really as to which you use. However as VAG paint is quite hard then the medium one i linked is fine. VW paint is harder than Skoda paint and it doesn't cause any issues on my car.
If you are unsure then get the softer one, it just may not take everything off the paint as easy.
