'Explosive Clay' is an exclusive form of Blast release available to Deidara only. As explained in the manga, he developed this through his sculpting art but further augmented it by adding explosive properties to the clay after he used Iwagakure's Kinjutsu on himself. Clay release is still similar to Earth release but what differentiates them is the creative opportunities provided by clay. As in, it can be easily moulded into what shape, size and form required for a particular purpose. What makes it fun is the explosion behind its use and Deidara happens to be my favourite character in the Anime so by choosing him, I hope to have fun ; that's why we do all this, right?
Honestly, I have no idea how I'd use it now until I finish reading the technique list (too lazy lol) but I think I'd be more keen to follow suit to his primary fighting style ; Long range.
Analysis!