I guess I'll run against the grain a bit. I have used clay bars from the store-bought versions of Meguiar's, Mothers, and Griot's, as well as Zaino's product.
Far and away, the Griot's was the worst to work with. It was very grabby, and absolute trash. I used it once, then found bits of it stuck in various nooks and crannies on the car. Never again.
The best of that type of clay that I have used is Meguiar's. Very easy to work with and gives a good result. After Meguiar's, I'd say it's split between Mothers and Zaino. Zaino produces a better "clean", but I found it harder to work with.
The past few years I have not used a traditional clay bar. Rather, I have used Mother's SpeedClay. It's a synthetic product that comes with a built-in grip, and never needs kneeding. It can be dropped on the ground, washed off in the bucket, and continue to be used as normal, whereas traditional clay would have to be chucked at that point. It is very easy to use, produces a good clean and smooth surface for polish and wax, and can be used dozens of times before needing replacement.
Watching various professional detailers on YouTube using various products, something I will try this year is a clay mitt, or clay towel. Same principal as the SpeedClay from Mothers, but in a mitt or towel form factor. I've noticed the edges of the SpeedClay tend to deteriorate after a while and these new form factors should prevent any residue forming on the paint as I work on it.
I doubt I will go back to a traditional clay given the advantages of the synthetic clay.
Some advice: If you drop a traditional clay, THROW IT OUT, do not continue using it. The SpeedClay you just periodically wash in your wash bucket with traditional soap to clear it of whatever particles it pulls from the paint, or if you drop it. Most people use a spray detailer for clay lube. I stopped that practice a few years ago when I learned of the two-bucket wash method (one bucket with soap and water, and one bucket with plain water to rinse your wash mitt, keeping the soap and water wash bucket clear of dirt). After washing the car, my wash bucket is still clear of dirt, so I use what remains in that bucket or add some water to it, then dip my clay into the bucket and pull it out with liberal amounts of suds to use for lubrication. Same effect, less wasteful, and speeds things up since you don't have to wipe the panel, just rinse it off. It also washes the car again as you clay. Some detailers wash the car a second time after claying, so this method gives a little of that benefit while also saving time. Consequently, I don't actually dry the car until after I've washed it AND clayed it, unless I do a decon stage between washing and claying. Decon is using an iron remover to remove iron deposits and industrial fallout before moving ahead with clay. Typically requires a dry car to start with.
I will do clay once every two years. Same with polishing. The car doesn't get enough miles to warrant doing it annually like I would a daily driver. Another thing to remember with clay is that it has a tendency to induce swirls, so doing it more than once per year is ill-advised.