When there is a clustered index, then the select will do a index scan on the clustered index and return the records in the order that it finds them based upon the clustered index.
Agreed. But a clustered index scan can be unordered. If you look at the execution plan you will see that in the plan. If the server chooses to do an allocation order scan of the clustered index then the data may not be returned in the index key order.
Don't believe me. Here's Conor Cunningham's blog on the same topic. Conor is a lead developer on the SQL engine team.
I recommend you look up the chapters on indexing and execution plans in the Inside SQL Server series of books published by Microsoft which explain about unordered scans. Or just read about unordered scans at Microsoft.com. This topic has been written about extensively by Kalen Delaney, Itzik Ben Gan (who wrote the Inside SQL series) and others. Like me they have also spent a lot of time trying to correct myths about clustered indexes determining the order of a query.