I find the Mother's Clay bar superior to the other brands I find at the parts store. Superior as in, easiest to work with and faster cutting with the Mothers detailing spray. Just my opinion..If there is something better I would like to know about it.
They are pretty much the same. The black colored ones are more aggressive and are better for cleaning stubborn brake/dust/tar deposits off of alloy wheels. I use the white/blue colored bars on paint. You do not really need to use the clay lube that they sell for $$$. Instead use car wash shampoo with water as you would if you are washing a really dirty car. After you have used the clay bar run your fingers on the paint and you will see how smooth the finish compared to the rest of the car.
Make sure the area to be clayed is clear of any loose debris/grit. Break off a small chunk of clay and flatten it out. Apply a generous amount of lube to the problem area. Then dip the flattened clay in your lube and then rub using a side to side or back and forth motion. Make sure the area is properly lubed while using the clay bar.
The clay also really works well on cleaning the windshield, I use it to prep before applying RainX. It gets the glass really smooth.