Hitrack, I knew deep down you're an automotive metrosexual...
Mav, the clay bar will cost you about $30 at Lordco. There might be cheaper ones elsewhere, like Ebay ($20). Spray an automotive cleaner on beforehand; about one square foot. The liquid acts like a lubricant, allowing the clay bar to do its magic. Split the clay bar into two or three chunks. Squeeze the bar into a ball shape; the stuff is like silly putty. Make sure your car is clean before starting, spray the liquid on (I think you could even use dish detergent), and begin to rub the surface, just like you were using an eraser. Reform the ball and continue. Wipe clean afterwards.
Like Hitrack suggested, you'll be amazed at the results. Your whole car should take about 30-60 minutes, depending on the amount of contaminants on the paint. Follow up with your regular wax, which now will go on much easier to apply, due to lower surface friction.
Afterwards, stand back and wonder how you ever did without this amazing bar. You can also use the same bar to clean your car windows, chrome surfaces, plastic headlight lenses, and so on. This is the secret stuff used by body shops to clean up the overspray after painting, new car showrooms, and car shows.
BTW, the only thing automated car waxes do is drain your wallet...
