It's better to clay first before applying wax/sealant to the paint.
Why should you ask?
Well, first and foremost, embedded dirts/contaminants are not easily removed from the paint just by washing alone. Unless you have some heavy duty chemicals that can clean as it goes, it's not healthy either for the paint by removing precious oils from the paint itself. Sooner or later, you'll kill your paint.
By using wax/sealant on a dirty paint, wouldn't you be sealing in the dirt together in the paint? :rolleyes: That is why, it's best to clay first. Furthermore, some wax/sealant come with slightly stronger solvent. This could mainly be found in hard wax. This solvent would also help to removed embedded dirts and so on. Now, why would you need claying if the solvent in the wax already helps you? Ask yourself this. Where did the embedded dirt goes too? Directly to your applicator pad. So, what are you doing with a contaminated pad? Continue applying wax? And what has happen? You are unknowingly scratching your paint surface.
By claying, you remove almost all kind of dirts/contaminants. Unless your paint is porous (something that OEM Solid White would have), clay would almost leave your paint ready for wax/sealant. If you wash your car yourself, it's best to start a routine where you can incorporated claying activities into it. For example,1st week, 2 left doors , 2nd week, 2 right doors , 3rd week, front portion of the vehicle, 4th week back portion of the vehicle and etc etc. Just so that you can maintain a clean ride.
Find a wax that has very good durability to protect your paint from our 'friendly' weather. There are lots of wax/sealant in the market right now. So do some research before you splurge your hard earn money into it. Read up on user-reviews is the most important feedback you can get.
End of the day, it's your car, it's your money. Be Wise.