I watched a Meguiar's detailing video the other day (don't laugh at me...I was bored) and they said you should use a paint cleaner before you wax over any surface contaminants (tar, sap, bugs, etc.).
My mom's Audi had sap ALL over the roof and back window and I put some of that tar/bug remover on it and blasted it with a high pressure hose and that got almost all of it off. Then I waxed it and got some more of it off but there is still some more of that crap on there though...it's so ANNOYING!
3M Clay Bar is by far the best clay bar out there that I've used. Every other one tended to leave clay residue on the paint, but the 3M glides on and doesn't stick at all. Great stuff. I need to use it on my car to get some sap off as well. Follow the clay bar up with some 3M Imperial Hand Glaze and some caranuba wax and you will be good to go!