good soil should have qualities for for both drainage and moisture retention. Sand is good at improving drainage but does little in the retention dept. To improve retention organic matter works great. For bushes you will need to dig some good sized holes, the bigger the hole the better as the hole will become the "pot" for the planted bush. After the holes are dug you will be filling them back up with some improved soil. You can add composted manure to your clayish soil or bring in a complete new "planters mix". My local landscape supply yard has 6 to 8 types of "mix" available. Rather than buy "bags" of soil at a home center going to a landscape yard will be much cheaper. Many will load for you into a truck bed, or you can even transport it in large garbage can containers.
I agree with KMS that adding organic material is the best thing you can do for clay soil. I would not, however, recommend planting shrubs entirely in replacement soil. As the roots grow, they may rebel when they reach the native soil and the plant can effectively become potbound even though it is in the ground. Also, some plants deal with clay soil better than others, so plant choice is equally important for success. My first suggestion is to look to what is native in your area. Finally, you cannot beat the expertise of a good local nursery, and you have two terrific ones near you: The Phantom Gardener and Grandiflora up in Red Hook. I shopped at both when I lived in Hillsdale, and recommend them highly.