I use the Meguiars Quick clay kit, you get the spray and clay bar in a box, it's about 12 quid i think, there are a few types on the market but for general purpose use this is more than adequate. Have you had a look on sites like detailing world/polished bliss/ clean your car, they all have pretty helpful guides to follow but it's really easy. The most important thing is to keep the paintwork area your clay barring wet, you can use the spray for this, but water is also ok, this is what i do when i'm rinsing the car off, i just make sure the area is wet and work the clay bar over that area to quickly remove all the crap, especially on the bottom of the doors. Once you use it you'll realise how easy and effective it is.