Claybar is without doubt better than a mitt, simply as you can keep folding the dirty side over and use fresh clay which means far less marring.
One thing to mention tho, after claying you must then polish, either a good one step like Scholl concepts S20 Black (nothing to do with paint colour, it's just the name) for light defects and swirls or a 2 step compound and polish such as Meguirars 105 & 205 if you have heavier defects to remove.
This will remove marring from the clay (which DOES happen) remove defects in the clear coat (scratches, bird sh*** etching, watermarks and swirls) and make the paint look as good as it can.
Remember after polishing you need to then seal the now abraded paint.
For optimum results, follow with a good glaze such as Megs mirror glaze, and then a coat or two of your favourite wax. Deep gloss, shine and protection.