You cannot have enough clamps. If you didn't hear that, I'll say YOU CAN NEVER HAVE ENOUGH CLAMPS! Just when you think you have enough, buy some more and then ask for some for Christmas. Then you will have 25% of the clamps you need. Repeat the process.
Clamps don't have to be expensive. These medium size spring clamps come in boxes of 12 and can be had for less that $20. They are perfect for holding boards in place and for building spline roadbed.
This QuikKlamp bar clamp is much more expensive and comes in a wide variety of sizes. I have some smaller than an HO locomotive. They are easy to use and fasten quickly, which comes in handy. Put this one on your Christmas list.
At the hobby bench I use much smaller varieites of the same thing. These are vice-grips which make for strong and very adjustable gripping. The are about 5 inches long.
Vice grips come in all kinds of shapes and sizes. I use these for metalwork.
Hemostats are the smallest of the clamps. These also come in many different sizes and clamping strengths, so I have quite a few varieties.
My big shop clamps are kept in a large plastic tote bin with a cover. They include bar clamps, pipe clamps, spring clamps (metal and plastic), C-clamps, angle clamps and more. Make it a practice to pick up a clamp everytime you go to the hardware store and you'll have a good collection in no time.