Glenn54- Welcome to Autopia!
The "whether to clay or not?" is one of those "it just depends.." sort of things. Even brand-new vehicles can be contaminated, and if the contamination is an issue for you claying might be a good solution. But I don`t see any point in doing something that`s not necessary, so first I`d consider whether it is necessary (e.g., the "baggie test").
Note that claying always involves a risk of inducing additional marring (swirls/scratches/etc.). The most gentle clays, which are less likely to do that, are often too gentle to really do much decontaminating. That`s why I tend to like/recommend Chemical Decontamination.
If your concern/issue is Ferrous Contamination ("rail dust", rust-blooms) then the chemical route would definitely be my choice/recommendation. If it`s a light-colored vehicle I`d definitely consider doing that even if it does pass the baggie test. Not a big deal, basically just washing the vehicle with the Ferrous Contamination Remover stuff.
If it`s a darker color, and you don`t notice any contamination, I myself would quite probably just go straight to polishing (after a very thorough wash). But that`s just me and saying that borders on Autopian Heresy

since I suspect that few here would polish without first doing some kind of decontamination.