I use it on my Fusion. I don't use it everytime, as it should [in theory] take off a small amount of clear-coat to get the nasty grimy stuff off as well. Note that I've never had any problems.
Yes, Lammer is correct in that the car has to be wet, as clay is naturally a sticky pliable form. I use some quick detail spray and then go over with the clay bar and then finish it off with a microfiber towel. After I do the whole car, I wax.
Search google bro, that's where I got all my info.