See it depends entirely on the use case.
for example, if you're trying to check whether a target account is running ads, segment by company size, and layer in a few specific parameters, Clay works fine for speed. You can usually find a playbook that does 80% of what you need without much customisation.
but here's the thing - Clay is a wrapper. It's great for rapid prototyping and getting a scrappy workflow live. I've got a client where we needed accounts that were: running paid search, between 50-500 employees, plus a couple of proprietary signals. Started with Clay to prove the funnel. once the logic was locked and we knew the scoring model held, I migrated the whole thing into Claude with direct API calls.
speed-wise Clay wins the first month. for any workflow you want to run at scale over multiple months, Claude (or a custom Python script) will outperform on cost and maintenance. so: start with Clay, but plan your exit to a cheaper/more flexible stack once the playbook is validated