IMO there's little difference between the clay bars, but I don't have much experience with other brands. The Meguiar's bar wasn't bad, but I use the Zaino bar now. Didn't notice any difference between the two, both pull off contaminants off the paint easily.
Have you had trouble with other clay bars? The only troubles I've ever had is when I clay bar without enough lubricant on the paint. Clay bars have to be used on a lubricated surface or they stick and streak the paint. I use the Zaino finishing spray sometimes, but any sort of a top spray or final gloss spray would work. Sometimes I'll clay bar while washing the car; soap up a panel, clay bar it, then soap it again to make extra sure it's clean.