I always use the clay, every once in awhile I use the shaper or hair spray along with it. The clay is an awesome product I encourage everyone to try it.
This stuff rocks! little goes a long way, doesn't dry out like wax-type pommades, and doesn't make your hair crispy like a gel. Been using it for years now.
Just tried Aveda's new pommade; not bad, but doesn't beat Threads