You never HAVE to do any of this, but if you want your finish to look as good as possible then the honest answer is "do it when needed". How do you tell when it's needed? Wash and dry the car then run your clean, bare hand over the surface. If it doesn't feel as smooth as glass, and by "glass" I mean the mirror in your master bathroom, not the windshield of the car, then it will benefit from a clay treatment.

You say your cars are kept in the garage........ so they NEVER go anywhere, they're never parked in a parking lot, never driven on a public highway? Then why do have them? Of course that's tongue in cheek, but that '99 car of yours is 10 years old and if it's never been waxed, let alone clayed, you'd be amazed what a proper detailing can do for it. Of course, if you're happy with the appearance now (and really, that's all that matters, right?) then so be it. Some people are totally content with just having the dirt knocked off the car, others want the best possible finish and are willing to put in the time and effort. Neither is right or wrong and we all get to do with our vehicles whatever we choose.

For the record, I've had waaaay too many people tell me their finish is perfect only to view the car in person and find it's far from. And these are some pretty high end show cars, classics, antiques, etc. Many worth multiple hundreds of thousands of dollars. The owners just don't know the difference.