There are Headlight Restoration Kits, specifically made for this purpose, but a cheap solution is to get a regular and lightly abrasive polish and use that on the headlights, BUT make SURE that after cleaning them you top them off with a pure wax so that they dont get yellow again, and keep them waxed everytime you wash them.
As far as clay is concerned, no i does not get useless after one use, it only gets use less if you drop it or it becomes too dirty, you can cut one bar into 2 3 pieces and use one piece until it becomes dead, you would be requiring new detailer spray/clay lube after claying your entire car for 2 3 times, because thats how long it lasts. And i would advise you to get Mothers Clat, because turtle's clay is SH*T; i have it and regret having it, it starts to disintegrate with homemade clay lube.
Some items are nicely prices especially turtle products, mothers i think are the same as on montgomery road.
Thanks a lot 