a clay bar wil pick up way more then the cleaner wax. If you are waxing for the first time, or havent waxed in a while i would recomened you clay regardless of what wax you use.
once the clay bar has some impurties in it you will kneed the bar. I would say every pannel since the car sounds like it has a lot of contaimants. You basicly just smush it all up and reflaten it.
After a while (a couple cars depending on how bad they are) you will find the clay is not working as well or not at all. at this time you should throw it away as it is used up. Clay is relivilty cheap so dont worry about throwing it out.
Also i woul recomend you cut the clay bar into quaters. If you drop the bar on the ground it should be thrown away. if this happens you dont wast a whole bar, instead you waste 1/4 making it less devisating.
Hope this helps