Originally Posted by SamS
Claying can leave marks/scratches in the clearcoat.
Only if you don't use enough lube and you are using quite an aggressive clay, a soft clay which is the more typical kind available used with some lube will not mar the paint, however if you are claying the chances are your next stage will be polishing which would remove any clay marks anyway
Claying a car can only be a good thing as it removes surface debris and contaminants, should be done once or twice a year depending on mileage and where you leave your car
As has been said feel your paint especially horizontal panels like bonnet, roof and boot after you've washed it with your fingers inside a thin plastic bag, if it doesn't feel glass smooth it needs claying. My brand new car needed doing put it that way, the roof felt like sandpaper so god knows where the car had been stored as it only had 7 miles on it when I collected