First time claying - should I use iron remover first or is clay alone enough?

There is a real difference, you're not wasting the step. Clay is mechanical, it shears off whatever bumps it hits as you drag it across the paint. Iron remover is chemical, it dissolves the little ferrous particles that are embedded in the clear coat, stuff like rail dust and brake dust that has actually sunk in. Clay can knock the tops off those particles but often leaves part of them sitting in the paint. If you do the iron spray first, rinse it, then clay, the clay is only dealing with tar, sap, grit and overspray instead of everything at once.

You'll see it plainly on a car that lives outside under a tree. When iron remover sits on the paint it turns bright purple where it's eating metal particles, and on my old daily it looked like a purple freckle pattern all over the roof and rear bumper. After rinsing and claying, the clay stayed cleaner way longer and the paint had this almost glassy feel that claying alone never quite got me. The tree sap situation makes it even more worth it, because sap and iron contamination togehter will wreck a bar fast. That said, claying alone won't hurt anything, it just gets you maybe 80 percent of the way there and eats your bars faster. Doing the full decon once or twice a year is fine for a daily driver. Wash thoroughly first though, and knead the bar constantly. The moment a panel section looks dirty, fold it. If you drop it on the ground, it's done, bin it, because any grit stuck in it will scratch. On when a bar is dead, trust your hands more than your eyes. Discoloration alone just means it's working. What you're checking for is a gritty or rough texture when you rub the bar between your fingers after kneading, or if it starts smearing and grabbing instead of gliding with lube, or crumbles at the edges. Once it feels sandy no amount of kneading fixes it, it's done. Sounds like yours was close to that point, so tossing it was reasonable. Next time knead way more often and a bar will last you most of a car.

This is helpful, I clayed my wife's minivan last month and skipped the iron spray because I figured a garage-kept car wouldn't need it. Still got a filthy bar though, mostly along the lower doors, so now I'm wondering if it was road grime I should have washed off better first. Follow up question if anyone sees this: does the same purple bleeding trick work on glass? I clayed the windshield too and it felt nicer but I have no idea if that was even doing anything.

Back in the late 90s all we had was a bar of clay and a bucket of soapy water, and we thought we were doing somethig. Nobody had heard of iron removers, we just clayed twice a year and called it good. The bag trick was our only test, stick your hand in a sandwich bag and drag it over the paint, anything rough you felt was your problem. Funny how the purple stuff turned that into a science. One tip from the old days though, work in the shade on cool paint, clay drags like glue on a hot hood and you'll go through bars twice as fast.

Update: I went ahead and bought some iron remover and did the doors after reading the first reply. Big difference, the clay barely picked anything up afterward. Also tried the plastic bag trick from the other reply to check my work, and yeah, you can feel everthing thru it. Makes me wonder how I ever judged smoothness with a bare hand.