Try #9 and #16 paste wax. #16 is much more durable then the regular cleaner wax, and #9 will polish off and fill in some imperfections.

You may have been trying to do too large of an area. At work I take a short cut. We use QEW so we don't need a hose (wash a panel, dry, wash a panel, dry). So I wash a panel, half dry it (doesn't have to be bone dry) and get it went again with the wash water. You could use your wash water as your lube, actually. This, of course, only works in the shade, and you have to work quick. You can even use the hose to lube the paint.

Is the rest of your car (the parts you didn't clay) as smooth as the part you did? I just have a hard time believing you didn't see some of the benefits of it. Maybe you were just frustrated.