Ermm .. need as much info as i can get. Average price, any good ones and bad ones? and how to use? when to replace...?

The meguiars clay kit is a good place to start. Has every thing you need. Clay, spray & a cloth.

http://www.cleanyourcar.co.uk/detailing-clay/meguiars-quik-clay-kit-50g-clay-/prod_226.html

Wash your car first and dry then you can clay.

The clay is quite good. It comes as a slab. If you split it into quarters and use it as smaller pieces it's easir to use. When using it make sure you fold it often.
If it looks like this fold it.

If you drop it on the floor bin it.

The spray bottle isn't much cop as it dosn't mist very well. The easiest way i found of using it was to spray at the top of the pannel and then wipe up and down with the clay. That takes practice but you'll get better the more you use it. Make sure the the clay is always running over lube otherwise it will stick to the body.

Then wipe off. You will know when you have finished the pannel as the clay will slide along nicely. If it's got dirt you will hear it catching on the clay.

Few more pics in this post
http://www.fordfiestast.co.uk/showflat.php?Cat=0&Number=144445&page=23&fpart=2&vc=1

Sure some others will add to this post.
Next time i do mine i'll do a mini guide as quite a few people seem to struggle with clay.

10xs for the info micky =)