Best nipple clamps that I know of that can be gentle to ouchie (not as ouchie as clover though..) are the tweezer-style clamps. They are fully adjustable and you can slide the tension bar up or down to provide more/less clamping power. And most have rubber-tips, which are nice. (p[probably The slut and I are referring to tweezer-style clamps]
I have a pair that are really cute, they have bells on the end.
Use your imagination there...
You'll find that nipple play is going to be quite different between men and women. There's the obvious (women typically have larger nipples), but also women's breasts are 'wired' differently to process the pain. It's quite easy to do all sorts of things to a larger nipple. Men, on the other hand, typically have much smaller nipples, and depending on the type of clamp you get, using just the nipple is actually quite hard with men.
But both genders enjoy that fun sensation of pain when you take the clamp off after its been on a few minutes. It can hurt like hell going on AND coming off! With the right person it can be quite fun though.
Stay away from anything you can't adjust the tension on, at least to start. There's plenty of time to move up to those later.