i've been using the meguires one but has come to an end now.
i'm trying a g3 one now, see how that goes, seems a bit stiffer so may pull a bit better.
as for lube, i got megs quick detailer, but waste don claying really. just a bit of chemical boys soap/gel and water in a spray bottle works well.
i got the g3 clay bar in a kit with an applicator, don't bother, it's bloody useless and will scratch the paint, happily that worked out as a freebie.