The city of Clay (pop 593) is the County Seat of Clay County. Now THAT'S an easy one to remember. Probably the only one I got right in WV History class when I was a kid.
To read more about Clay: http://en.wikipedia.org/wiki/Clay,_West_Virginia
Historical Marker located in front of the Clay County Courthouse. (Well, off to the north side slightly)
View of Historical Marker and Clay Co Courthouse
View southbound on Rt 16 passing the courthouse (on the right).