Claying removes bonded contaminants from your paintwork - the only way you'll get them off - and enables all the following polishing/waxing etc stages to work better, as the products can work to the best of their ability. You'll be amazed at what claying gets off if you've never done it before...
Go for the Poorboy's clay, an excellent moderate strength clay. You'll need a quick detailer to use as a lubricant - ClearKote QuikShine is the best one there.
Gareth