I actually enjoy doing it, shame then that we rarely have the weather
Realistically you need a warm dry but overcast day and I don't remember too many of those in the last few years.
It can't be too:
1) cold as my arthiritis plays up and the claybar needs to be permeable, 2) sunny as you have to claybar the car when the surface is wet.
Painter, a clay bar is a very fine bar of clay about the size of a bar of soap and about the consistency of cold blu-tak. If your car is clean you can do the whole job with a quarter of a bar, if a lot of contaminents then half a bar (you just used small pieces at a time).
Halfords used to sell them up until 2000 and when they cleared them out (for £1 a bar) I bought 10, they don't go off. I think the meguires ones are around £15 each now.
The difference after clay-barring is very noticeable as you shouldn't feel any imperfections in the paintwork at all. I've been amazed at the swarf and rust lifted from the paintwork of even new cars I've bought...I assume this is from storage and transportation. The end result should be as close to a mirror finish as is possible.
Mark
PS: I've not done my XK in two years as we've simply not had the weather

So don't expect my car to look too pristine at the moment!