The main drawback for me is that, in the process of using clay, I'll hit a patch where there's not quite enough lubricant (QD or equivalent) spayed on the car, the clay stops and (since my hand kept moving) it ends up on the ground.
As a result, I've learned to use small pieces of clay as I work.
The car really does feel (and look) nicer when claying precedes waxing/sealing. And, on a car the size of a Boxster, it really doesn't take very long.
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