Clay bar is well worth using it removes all the bonded contaminants, so all the tree sap and tar ect from the paint and leaves the paint work very smooth just like glass and is a far better surface to polish on.
Its very easy to use and the megs one in the link is an ideal kit for first timers, i used it first time too
So an easy guide
Wash the car (very well)
leave wet, no need to dry yet
Now clay using plenty lube and following the instructions in the kit (i clay everything including glass lights) you'll be amazed at what comes off
Then rinse/re wash
Dry
polish
wax
so there it is in simple terms i hope