Definitely clay first but make sure to lubricate well. If you want the ultimate wash, there are special wash formulas to neutralize raildust and fallout on the finish that was picked up between the factory and delivery to you. Do some research on it if interested. Me, I washed with Dawn dish liquid, twice, clayed, washed again and finished off with Zaino.
Check the detail forum for more car exterior tips. Lots of info there.