My problem is I used a slightly bigger gravel 1/2 to 3/4 inch stone for my picnic area and young children and women with cute dainty shoes can not walk on it. I did not think this would be an issue until I had my frist "get together" people walked on the grass rather than down the path. Smaller stones have got caught in the soles of my sneakers and have been tracked onto my hardwood floors. Now I am looking at something else maybe stepping stones among the gravel or asphalt millings. I did not dig down but I wish I had to keep the gravel in a "trench" or rather in the path area. This is an issue when DH mows. The lawn mower will throw small gravel stones onto cars and onto the house siding. I know others will be jumping in soon with information about gravel on clay.

If it's hard to drain, I'd go up. Make a raised path out of clay. Use the clay next to it by digging a shallow ditch on each side of the path. Round it off, then add gravel. The shape is that of a BIG round pipe. A blind man can walk on it and anyone can stay on top of it in the dark.

Everybody wants raised beds. That leaves a sunken path that can retain moisture. I like a raised path. The plants on either side grow up, and in awhile the path looks sunken, but in reality it's not. Far less problems in clay IMO.
Mike

I use woodchips instead of gravel. It's put on thick and replenished as needed. Gravel goes on my 1/4 mile long driveway.
Mike
http://community.webshots.com/user/phildert

Here is a link that might be useful: My garden