Not seen any that could be worn under clothes (not without being obvious) though some of them could be put on in a way to be less obvious (though whatever you wear you will probably end up catching it on something...)

The stockroom is a fairly reputable supplier of BDSM equipment. As is Extreme Restraints. Both sell various types and styles of BDSM equipment and ship it discreetly (my gag turned up with a US customs declaration on it stating it was 'belts')

There are many different types of clamp. For starters I'd suggest you try clothespegs - just ordinary spring loaded clothes pegs from your washing line. This is just to see what it is like, they are gentler than clamps but give similar sensations and are a good training tool... then you may want to move onto something adjustable, that allows you to set how much pinch you get so you can build up your tolerance. The nastiest clamps I ever experienced were clover clamps. These are the ones that get tighter when the chain is pulled. With weights these are fairly nasty. They are excruciating if your Dom decides to try to pull them off without opening them first...