Clay is really dense and your gold will sometimes sit on top. So get the dirt that sits on top of the clay. Gold will also get suspended in the clay so get the clay really wet and break it up. Any clay chunks in your pan will "snowball" over the gold in your pan and carry it off. Look for gravel beds in streams or rivers. Anyplace you find exposed bedrock, granite, or quartz, you will find gold.
And I'm not trying to advertise for the GPAA or anything, but when I signed up for membership I got a gold pan, a how to DVD, the claims guide (it's the size of a phone book!), and a whole bunch of other stuff that will get you started. Plus it helps support amateur prospecting.