Had similar trouble when I moved here 15 years ago. I solved the problem by, every year for about 5 years, buying 20 sacks of spent mushroom compost, costing on average ??2 a sack. This was laid as a mulch in the autumn and early spring, and gently forked in. With worms doing their bit the soil gradually lightened up,and now is in really good condition. I now add all old potting compost, and finished gro-bags as their relatively dry and powdery nature also help break up any clay still lurking. May not work everywhere but I'm happy with my soil now.