Just a note, the Cold Steel katana aren't made by Cold Steel, they're made by Cicada Forge, a company based in China and run by Fred Chen. Their katana and jian blades, both of which I've had the opportunity to handle, are of good quality - the best you can get short of custom stuff (I have a dotanuki-style katana by them and I love it.)
The Cold Steel katana are not clay tempered, but they should still be of good quality.