All-Metal Clamps
There has been a surge in easy-to-use plastic clamps. These clamps are often designed with a spring or cam-locking device that allows you to use them with one hand. These are great when you don't have a helper, but for any work in which you'll heat the material you've clamped, forgo any plastic clamping material. Instead use all-metal clamps.
Aluminum
If you're welding near your clamps, it's easy to get drops of slag on your clamps. Removing the slag is simple in theory but hard work in practice because hot steel slag makes a bond with any steel it comes into contact with. There's a benefit to using dissimilar materials. Of course, aluminum is a weldable alloy, too, but steel slag won't stick to an aluminum, so it is good choice. In a C-clamp, for example, even when the "C" is aluminum, the threaded clamp shaft is generally steel. Keep it lightly lubricated with cutting oil or machine oil. In addition to keeping it spinning freely, the lubrication will keep slag from sticking.
Thick Jaws
In the same vein as the convenient plastic clamps are inexpensive pressed metal spring clamps. They're inexpensive and abundant at discount tool stores and have rubberized gripping surfaces. It's an easy temptation to slip the rubber sleeves off the sheet-metal clamps and then try to use the clamps, but it's not a good idea. You will quickly learn by experience that your welding arc will blow through pressed sheet metal like it was paper, if you get near it. Also, when working with heat -- from welding or a torch -- there's a lot more movement in materials than you might think. There's a lot of expansion and contraction. So, you want thick enough clamp jaws to avoid zapping a chunk out of it with your welder and to get a firm hold on your material, giving you adequate space to manage movement due to heating and cooling.
Insulators
When working with hot materials, insulate your tools. An insulator is anything that will not conduct or transfer the heat in your material. Leather is a good insulator and few tools are as helpful as a good pair of welding gloves with long cuffs to protect your wrists, too. But you shouldn't stop with the gloves. When materials are hot, there's often time pressure, making putting on gloves onerous. Have some scraps of roughed leather handy to use like oven mitts. And, if you're heating a lot of material, wear a welder's jacket, bib or apron.