I wrote this some time ago but it's still valid now...
Just to add my 2p to some of Tash's comments - waxing the car every time you wash is a waste of product. Well applied wax should last weeks and months.
The 'coatings' offered by dealers I'm afraid are a waste of time and money in my opinion. They are basically synthetic sealants and cannot possibly expect to last as long as the manufacturers claim (even when 'topped up').
Regarding clay - it's used to remove bonded contaminants that you cannot always see. The car should be clean before this is done, so 'large' pieces of grit should already be gone. I clay once every 6 months now, and also use a tar remover and iron filing remover.
My best tips for keeping your paint great (and my car looks immaculate with nearly 60,000 miles behind it - I'm sure other members will vouch for this
) are the two bucket method and use of quality products (especially shampoo). Oh, and if you use alloy cleaner, ensure it's acid free.