Well, you would usually use a clay bar for the entire car, to remove any bonded contaminants, though you can just use for patch work like you want.
Normally the order would be to wash the car as thoroughly as possible (so if that means snow foaming if you have it etc then so be it), then clay the entire surface, rinse it down again and then finally dry it. It's at this point you'd then apply your wax/sealant - the paintwork will be like glass afterwards, providing you worked the clay properly when prepping.
I'd go for a mild (soft) clay, as the more aggressive ones can marr the paintwork. Good buy would be the "Meguiars Smooth Surface Clay Kit", as you get everything you need in it, and it's only about £15. You can pay more than that just for a clay bar sometimes!