Here is the link to the Clayton Newcomers & Neighbors club:
http://www.claytonnewcomers.com/
I found the people very helpful and nice. People moved in from all over! Members are couples and singles from all over town.
Clayton has 3 sections, I think. The western part is the 40/42 area, named for the intersection of Rte. 42 and I-40. Easy access to the highway, restaurants, gas stations and some other small businesses. Then you have the downtown area with the Main St. and surrounding areas. The Coffee Mill is a nice little coffee shop if you are downtown! Then there's East Clayton. It is more rural and quiet. The big Caterpillar facility, Talecris and a Bayer Crop Science area are out there. Route 70 is the major "thoroughfare" through Clayton and there are several grocery stores, fast food restaurants and other restaurants and stores on 70.
We used to live in East Clayton because we liked the setting out there. We were seeking privacy and a bigger lot and we got it!
I found a lot of professional people in Clayton. Most commute to Raleigh for work, though some are lucky enough to go East and work in Smithfield, Goldsboro or Selma. There are a good amount of retirees as well.
Are you seeking a newer home or an older home? You probably need a decent sized lot for horses so you are probably looking at an established home.
PM me if you need more info!