I know a lot of you have each, but if you were to only have one grade, (fine, medium...) what would you get?
That's the 1.000.000$ question!
Or maybe, the $80 question (with ~$80 you can solve it and buy both!).
For claying, you should think as you would when polishing: start with the least aggressive method to get the job done.
That said, it's sure to start with the Fine Grade.
However, if you face many old or heavily contaminated vehicles (~2 or more years old cars that sits outside and had never been clayed), medium grade would be your choice.
Based on this, you have to think regarding on what you're planning to do.
If you're going to clay only your car, and it's new and/or well maintained, you'll be fine with a Fine Grade Clay Mitt. Also, for newer vehicles (0km, or 3-6 months old) I wouldn't like to 'attack it' with a medium grade. Fine grade would be gentle and leave a lot less marring, but also a very smooth surface.
If your car is severely contaminated, you'll benefit from medium grade, but following with a polish step is 'mandatory'. By the way, I would still follow with a polish even when using the fine grade.
Always better to have both grades, but you can think on your use and try to decide to get only the Fine Grade (least aggressive to get the job done)...
Sorry not giving a direct answer, I've passed for this 'dilemma' some time ago, and I couldn't solve it without ordering both clay wash mitts (fine and medium).
Hope to hear from you,
Kind Regards.