New BMW owners: PLEASE CLAY!!!
You will not be disappointed. I was like others on this board that did not think a new car needed this treatment. We purchased a new 2006 Monaco Blue 330i last week and after reading this thread, I decided to give it a try.
First of all, the BMW dealer did a fabulous job of detailing the car for delivery. I did not think it could get any better. But, after rubbing my hands over the horizontal surfaces, I could feel the tiny particles stuck to the finish. Purchased Meguiar's Quick Clay kit ($10) and went to it.
The hardest part of the clay process was getting the bar separated from its plastic wrapping without dropping the thing! I was paranoid about a game-ending "fumble."
After the first treatment with light pressure, I could still feel some spots so I repeated process with more pressure. The clay instantly lets you know if you don't have enough lubrication by sticking to the car. The little "skid marks" left by the enounter are easily wiped away.
The clay in this kit was white (as opposed to yellow), so you could easily see the gunk that came off the car. After about an hour, I had hood, roof and trunk lid smooth as glass. The wax job was very easy after having achieved such a smooth surface. All you Zaino/Klasse guys can give your collective "GASP" as I reveal my use of Black Magic Wet Shine Liquid Wax that CR rated #1 this Summer. I will order one of the other products one day, but I achieved very good results with this $6 product. Only complaint was that it required a lot of effort to wipe away the residue (not a dry residue, but rather a greasy one). CR also noted this in their review. I'll use the rest of it on my other cars.
Bottom line is that my initial opinion about claying was wrong and I'm glad I did it.
If any Zaino/Klasse guys want to recruit me to their respective teams, I'm still an "undecided."