You can't have enough compost on a clay soil!
I recommend you consider making your own, since then you'll know what
has gone into making it, if you have the space. The Indore method has
you turning the pile a couple times a week (it's a 'hot' method) and
you can have garden-ready material, albeit a bit rough, in a month or
two. Cold piles can take years to break down.
I've heard that purchased manure from garden centers isn't really a
great way to go, but you can augment things by including a variety of
materials where possible: mushroom compost, small amounts of peat,
straw if you can get it, layered with the purchased manure. I have
found that a 3-5" layer of straw on the surface of the soil with some
compost and/or manure and a couple shovels of soil sprinkled over
disintegrates after a growing season. In a year you won't be able to
tell where you put it. If you want to have more amazing results,
build your compost pile in next years garden. Whenever you think you
have enough compost material - you don't have enough!
Good luck with growing your own veg! Try to restrain yourself when
the seed catalogs start flying in :)