A clay bar is essential IF the finish has surface pollutants within it. You can tell this as you rub your hand across a clean surface. If will feel like there are bumps in it even though the finish is clean, then you need to clay bar.
The clay bar actually draws or pulls out the pollution from the paint into the bar. It is kind of wierd, you get all this crap on the bar that you could not see, but could feel, in the paint.
The essential first step (after washing) to a pristine finish.
After that, well it depends on what you are dealing with.
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