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I am little surprised, although, with you taking a shot at the Junkman. I've personally always enjoyed his vids and he's been doing them a very long time, not to mention he has helped a lot of peeps get starting in detailing.
While he did make DVD's at one point, he doesn't seem to push products like a lot of guys and I appreciate his no-nonsense approach, using common sense without the hype. Pretty sure he's helped Porter Cable, Garry Dean and a few others quite a bit with his vids and product recommendations, without shilling to much (IMO).
What is the order to doing which first. Does one polish, wax, clay bar. And what is the purpose of doing a clay bar.
Wash / decontaminate, clay, correct paint (if needed and if you're confident doing it), polish, seal, wax. At least those are the steps I follow in general and as needed per vehicle.
As for what a clay bar does, it cleans your clear coat / paint. There are vids for days on uTube about detailing.
Pic of the Fronty DD after the 1st hard wash post 4 step paint detail. Not the best time-o-day for light, but that reflection on the passenger door is the front of the neighbor's house. Haven't got to the tires just yet.
PS - That's the ISF on the far right peeking out behind the truck.