I started with clip-ons but they gave me a headache (also I tended to find they have a tendancy to fall off).
I gave up and had mine peirced. Can't beat doing that when you want a good selection and range of earrings. You can also use earrings to help change the perception of your face shape (ie long dangly earrings will give you the appearance of a lengthened face).
Most of the time I just wear Sapphire studs though these days when not dressing.
If you're that worried about them being ntoiced when not dressed as woman you can always buy yourself a pair of clear studs or simply leave them out during the day.