I've grown to like McGuiars paste waxes. Yes, it may be a bit more work than some, but I like the results for the most part. Never tried the clay bar though.
Only thing that sucks (and this applies to most paste waxes) is if and when you get it on a piece of dark plastic... it stains and really doesn't come out very well, if at all.
Luckily, with door handles on the Focus painted the same as the car, no longer is this really an issue on the new Focuses.
I never use the car wash wax stuff. Never. Just because I don't want to get it on the windows.
I do keep a bottle of liquid quick spray on wax though for touching up.