My solution to a broken clip (which seems to break off pretty easily) was to simply tape a new one onto the thing:
http://pingus.seul.org/~grumbel/tmp/md5/33b0c9f16e57fe311733b8e8382b8a17-sansa\_clip+-fix1.jpg
http://pingus.seul.org/~grumbel/tmp/md5/3c0ba17cc7369acdb546e4254431746f-sansa\_clip+-fix2.jpg
Not the prettiest solution, but works suprisingly well.
The metal clip I used came from a name badge.
