As a general matter, most microSD cards should be fine. Personally, I’d stick to major brands–there are many fake cards out there (and you can even still see them at Amazon.com–easily recognizable, by their super-low prices).
Every now-and-again, a Clip player doesn’t like a particular card. Hence, my recommendation to buy from someplace that accepts returns, if need be.
Finally, the Clip players sometimes–but not always–will balk at faster microSD cards. They seem to do just fine with Class 4 speed cards–you might want to stick to that speed, if possible. (Having said that, I’m using Class 10 speed cards with the Clips, with no issue.)
See, for example (but note that I have not tried it out–I simply did a search at Amazon.com):