I struggle with clay mitts. The results on first glance appear good but because you tend to reuse it, you can never be sure you have a contaminant free surface. Oldschool clay bars for me. Personally I use Megs. Make sure you start with a fine clay as there will be less chance of marring. Many swear by clay lube but it's not always necessary. I tend to start with water, see how that turns out then move up to soapy water, diluted Quick Detailer then undiluted if there is still marring and catching. If you do impart marring, some mild polish such as Autoglym SRP will get that right off with minimal effort. If you're just starting out, remember that claying your paintwork will strip pretty much any protection off so if you have waxed, sealed etc you'll need to reapply afterwards.