Mineral Spirits
If you want something non-commercial and don't want to mess with diesel, get some Mineral Spirits at any hardware, big-box or paint store. It's good for a world of cleaning around your car and won't hurt your paint (unless your paint is really shot). If the spot is stubborn, soak a cotton ball or piece of sponge with the spirits, place it on the spot and let it soak.
It will strip your wax off, so you'll have to reapply wax wherever you used the spirits.
NO GREASED LIGHTNING or similar nasty cleaning stuff unless you want your driveway to become the color of your car. (Think about it...)
Water-based lubricant: well, try car wash soap diluted in water, in a spray bottle. Keep spraying as you use the clay (I believe the clay bar directions will say as much).
Chuck
Oh, War Eagle!