In the case of clay, deep mulch will do wonders, and the earthworms will gently improve the soil over time.
Also, don't forget the weeds. Almost all of the plants humans label as weeds, have very deep sub-soil penetrating roots (most are also more nutritious than the stuff we've bred for us or other animals to eat). If you want to rebuild your soil, let the weeds grow and then either use them for compost which you'll later top-dress your soil with, or just chop them and leave them be for the cover crop effect, or work them in slightly, up to you.
This has been my primary approach. Letting the grass and "weeds" grow relatively tall then trimming them down every month or so, letting the clippings rest where they are more or less.
If you have a new house, developments are horible, just enough soil to grow grass. You might be stuck buying good compost and soil and tilling that in deep, then letting grass grow for a few years before trying anything more.
Also, try asking a coffee shop for leftover ground and sprinkle it around...
Also thanks for the recommendation of using coffee grounds. I have a couple local shops nearby I think would be willing to offload that on to me haha.