SG works too. Its a little more durable than UPP, but if you plan on taking care of your car often like you are supposed to then it shouldn't make much difference. UPP gives more of a deep wet look while SG is more of a hard polished rock shine. They are both awesome so you can't really go wrong with either one.
As far as claying goes, you just lubricate the surface and glide the clay along the car. I'm pretty sure you'll be able to find something about that process around here somewhere. I don't even bother drying the car off very well after I rinse it when I know I'm going to clay. I just use the water on the surface as extra lubricant. It works great. Then you just wash the car again when you are done. You'll see why when you are finished.
Clay Magic is my clay of choice. You can get it at AutoZone usually. The 100 gram bar with a bottle of lubricant is usually about 10 bucks. Don't use the whole bar at once, though. A 100 gram size bar will easily break into 3 or 4 useable sized chunks. If you drop the clay on the ground then you need to throw it away. Any little rocks or abrasive particles that are picked up will wreck your paint. If you drop a 10 dollar chunk of clay then it could get expensive for you to clay your car. So just break them off into pieces so its no great loss if you should drop it.
Remember to glide the clay in straight lines in the same direction the air moves over your car. (front to back) That's a big thing. And check the clay often. If you get a piece of sap stuck in the clay then it could cause problems. Not likely, but its possible.
Like I said before, I'm sure you will find more detailed 'how to' on this in the articles or on other threads, but hopefully this is enough to get you started.