I do two full paint details on my garage queens a year...I clay at those times....in between that, I polish with paint cleaners to keep the finish up and clean...then glazes and wax.
Clay is a process that will remove any surface containment's on the paint..if you live in an area has a lot of stuff in the air, or you use your car as a daily driver, etc...then claying the car once every 3 months might be in-line and then like me use some paint cleaners to maintain the finish.
Lastly you can clay the car as often as you like it's only removing the protection and junk that is on the paint..so its not hurting the car in anyway...if you where polishing every week, that would be different as that's takes a % of clear off