Clan benefits are huge:
1. Use of buildings to get + on your abilities, train pets, fight dimension and epic monsters which give great items (rings and necklaces), get discount at soulhuckster, loose less se from lost duels, etc.
2. Part of a team, will get people to back you up when in problem, and also you build for the clan which increases your very important luck ability
3. In clan forum to give or ask for information, chat to get to know better your clan members and forge lasting relationships within the game community
4. Many quests ask for the use of specific clan buildings.
As for choosing a clan consider the following: At the clan description page you can see their soul well. If your building up to now is zero (never been in a clan) then thats the ammount of se you will need to give the clan in order to become full member. If it seems a lot it means that clan is too strong to join for now.
Also are you a dueler or more of a hunter type? Because a lot of clans are waging constant wars and will cause you to be under attack by their enemies more often than usual. So if you are not a dueler avoid those clans. If you are though, they will boost your dueling opportunities even more.
Lastly, if you team up with other players you can even make your own clan and take it where ever you feel it fits your plans
Thats it in brief, i hope it helps