The Clip players use digital volume attenuation to adjust the volume. I think the voltage output is always the same (I could be wrong there) and volume is instead adjusted by decreasing the volume of the digital files before they're converted to an analog signal. What this means is that adjusting the volume below 0 dBFS (the maximum digital volume) costs you bit depth. Every -6 dB loses a bit. Doesn't mean anything for normal use, just that the noise floor will be higher relative to the signal (because the noise floor is constant at a maximum -96 dB for 16 bit files).
When you amp the Clip's signal with an external amp that has an analog volume knob, it's usually a good idea to set the digital volume to 0 dBFS so you get the lowest possible noise floor. Don't set it above 0 dBFS because that is the maximum volume a digital file can be and any higher may (in the case of most modern songs, will) cause clipping. Analog volume attenuation is usually superior, because it lowers the noise too. However, some amps might have a problem with channel balance at low volume settings, which is arguably much more audible than a higher noise floor. If one ear is louder than the other at low volumes but not at higher volumes, lower the Clip's volume too.
Impedance is only one concern when determining how much a headphone needs an amp. Sensitivity is just as important. Ignoring volume, low impedance headphones will benefit most from a high quality amp, because amps tend to perform worse into low impedance loads.