Rsurfer - I've used Riccardo many times in the past. I haven't used Pinnacle's clay so I can't compare the two brands. Riccardo comes in two colours - yellow (mild) and blue (more aggressive). I believe the yellow is the more popular of the two, but by how much I'm not sure. I've used both and actually prefer the blue because it is the stickier of the two. Every time I used the Riccardo I polished afterwards so I can't comment on how much, if any marring Riccardo causes. What's nice is that since both clays are extremely sticky, there's less danger of dropping it because it'll actually stick to your fingers.
Regarding lube, I've used ONR at clay lube strength with both colours without any issues. I will advise to saturate the area you're working on because I can't emphasize enough just how sticky Riccardo is. The only other clay I've used is Meguiars from their OTC kit and it was like a brick in comparison.