Definately - I clayed the front half of my CRV last week - the results are astounding when compared front to back - the front feels like wet glass, the rear feels, well, just slightly gritty
Yes, claying (or the like, depending on what brand you're using), is a definite bonus. If you want to do a little test, put your hand into a filmy clear plastic bag, and run it over your paint, you'll feel all the bonded on contaminents, once clayed your fingertips should just slide over the paint. It will give you a deeper shine too after the wax etc.
Main thing with clay or the like, make sure you use plenty of clay lube, or you risk burning the paint. I've seen the results of a few people that have done this.