Most clip art comes in .gif files. Unless you want the white or gray background, you must remove the background. My program PSPX has an easy background remover tool, so I just click where I want the background removed and keep clicking til it's all removed. You may have to use the magic wand tool and the delete the background as well.
This leaves you with just the character, which is the best look imo. If your background removing was easy, like mine, I don't bother saving the file, but if it was a big job, then you definately want to save your work. Save it as a .png file. If you save as .jpg or .gif you will LOSE the background transparency and get a white bg back.