For clay bar I would use Mothers Clay bar kit, it comes with 1 clay bar and a bottle of detail spray + small bottle of wax.
Meguires also has a dual clay bar kit that comes with 2 bars, spray, small bottle of cleaner wax and a polishing towel, all for under $20.
You kneed the clay, flatten it out and spray detailer while working the clay back and forth with light pressure to pull contaimanents out of the paints surface.
You must make sure the car surface is very clean and do this in a shaded area, never in direct sunlight.
You must keep the surface wet with the detail spray while using the clay bar at all times.
Do a 2 to 3 foot area and then wipe off and polish.
After you do this for the entire car, then move on to the wax, apply to small area then buff to a shine.
Results are night and day from a rough hard surface to a brilliant shine and silky smooth.
On darker cars it would be best to test a small area with the wax that is included.
I did a dark blue car today and it seemed to bring out flaws and made scratches more visable.
I remember a wax made for dark cars, but can't think of it.
Check these sites:
http://www.autopia-carcare.com/p21-127.html
http://www.carcareonline.com/
http://www.zainostore.com/Merchant2/merchant.mvc
Update, just found a really good deal on a 2 clay bar set, better than the Mequires clay and Mothers.
http://www.autopia-carcare.com/son-3200-2.html