Id say it's too heavy to clip to clothing, although I guess we need to know what type clip you'd use. Perhaps a case or holster that clips to your waste-band should be sufficient enough. IMO, an armband case would be best for running...
But if you're planning to use the DAP for jogging or working out, I'd recommend the Clip+ over the Fuze....it's much smaller and lighter than the Fuze, and I have clipped mine to the inside of a t-shirt breast pocket, for example, and the included clip works fine. Unless you want the added features of colour screen for album art, or video support, which I wouldn't have a use for....