Andy,

I find using clustered indexes painful experience in the following scenarios:

Replicated tables

Large Tables w/ 15 million rows or more

With replication you can't use a clustered index on a foreign key (logical choice lots of cases) because in replication an update gets transalated to insert&delete on the backside.

Clustered indexes on large tables are painful anytime you have to do maintenance on them (adding or dropping columns).