Well that depends upon the SS that is used for the clip. I think that 301 is pretty common. 301 like others of the 3xx series are not heat treatable. If you get a spring temper(rolled) .020" you might get about a 5-7t bend radius. Any of the heat treatable stainless steels are more expensive than 301 (i think). other grades to try are: 17-4 or 17-7, 420 etc...
Steel has a relatively low conductivity. You might wnat to look into NiBryl Alloy 360 from BrushWellman. a Ni-based alloy that is Age hardenable and can be formed then hardened to a UTS of ~300ksi. Also has a conductivity approximately 3x that of 17-7PH.
Nick
I love materials science!