I'm always happy to offer unqualified advice.
Coming from a very frugal background I'd suggest starting with something relatively cheap and giving them a try for a season. There are loads of different makes of clip-ons out there, and most will have the option to attach at least one gear shifter, which you could upgrade to once your happy with them.
The most important factor must be comfort - probably best to look for something very adjustable, as none of us appear to have 'normal' body shapes. Best to buy a slightly cheaper pair and pay for a good mechanic to set up your bike with them on to get you in the best aero position. Most people have their bars set up really badly, and have a position that is of less benefit than the additional weight! The other really important thing regarding comfort if you're training long or often is the quality of the cushioning pads. Some makes are much better than others, but all seem to be improving. I used to race with the Profile Airstrykes which had spring-loaded arm rests that gave you loads of bar space for climbing. Slightly gimmicky, and the springs eventually broke, but they also seemed to cushion the ride slightly.
There's loads on sites like Wiggle, but you're probably best to try a few out at local bike shops, and get advice from triathelete's or time trialists there.