I should clarify, I usually clay after I've rinsed and leave the car wet, but use my (precious) detail spay as the lube for the clay. Once clay'd, I wash again to get rid any clay and DS residue, then dry. On subsequent clayings, it seems to go faster, but I haven't experienced a huge break down of clay either.
All that said, there are probably 100 different ways to do each part of our full detail technique. What you're comfortable with performing that produces your own level of satisfactory results is really all that matters hobbyist or full time detialer. The only difference is if you're a pro-jock your customers will let you know if it's satisfactory or not.