1 - You want a pipe made from solid clay, not those cheapie slip-formed clay pipes made for re-enactments, etc.
2 - At some tobacconists you can get Pollack-brand clays from the UK, made with the original molds, or Goedewaagen-brand clay pipes from Holland; both are suitable for smoking. The Pollack may look like a repro, and it is, but it is an authentic repro and can be properly smoked. The Pollack pipes tend to have larger bowls.
3 - Many clays would have the tip dipped in wax, so that your moist lips do not stick to the stem; some old-timers would wrap string around the end to give them something to put their lips or teeth on. You can even get one of those rubber tips used to put on the end of a briar pipe bit (for "clenchers"), as long as it is a small size.
4 - You break-in a clay just like a briar....SLOWLY. Be patient.
5 - Until a clay is truly broken in you will find that it does smoke very HOT. That is why you see those old clay Churchwardens; more stem to let the smoke cool.
6 - Hold by the stem, not the bowl; the bowl gets very HOT.
7 - A clay will color and darken just like a meerschaum over time from the oils in tobacco.
8 - Do not let too much cake build up, as expansion and contraction can crack a clay bowl.
9 - If you smoke a clay a lot, and it starts to get too oily, dirty, stinky, etc., you can put it in the oven on a small tray and bake it clean at 400 degrees F or so. Let the pipe cool down slowly in the oven (when it is clean, turn off the oven and let it cool down before removing the pipe). Take off any string or rubber tip beforehand! If you have wax on the end, it will melt off and need to be re-applied. You can also clean it in your fire-place or camp-fire.
10 - Handle with care; clays break very easily. That is why they find so many in old dumps, rivers, privys, etc.
11 – Even if the tip breaks off, you can still smoke a clay; it just becomes a nose-warmer!