I also get very little, if any, marring however considering the mechanics of what it is doing it might be inevitable some times. I will say i get much more from claying. I make sure i rinse off the gummy material after EVERY section. It works to abrade contaminants from the paint and they can and do get stuck to the material. That's the idea but every subsequent rub on that section can result in some fine marring as a result of what you have picked off the paint and transferred onto your clay/speedy prep. Do a very good and thorough wash first to work as clean as possible and get in the practice of cleaning off the material often and you will substantially reduce the chance of marring.
I also polish (at least) after a nano skin process but you can certainly go directly to LSP as well. I have never been satisfied that ONR with wax is a sufficient protective barrier for my paint but certainly will yield to Dr. G telling me otherwise! :dblthumb2: