"Clay bars pull out and shear off embedded particles and surface-born contaminants with a safe and effective lubricated mechanical action. The clay bar must be sliding on a film of detailer or it will stick to the paint and skip and leave trace clay deposits (which come right off with the clay bar). While using a clay bar knead it regularly (remold the working surface so fresh clay is exposed). When using instant detailer for clay work it can be wiped off in the same fashion as it would when used as a detailing spray. If the instant detailer dries it can be removed by spraying on more and drying it off immediately. If you drop the clay bar throw it away—period. This is why it’s smart to use a section of the clay bar while working, not all of it at once."
That's off the Mothers website. I always use their clay bars, but any clay bar that's meant for a car will do. You can get them from any auto parts store, like Pep Boys or Advance Autoparts.