I just started clicker training with mine. Apart from the clicker obviously (I got a spare also), I also bought a bracelet to attach the clicker to because I kept losing it in my pockets and having to fumble around for it. And got the treat bag for the same reason. I bought those from here: Clicker Training Dog Supplies - The Dogs Den Training Products
You could of course use anything to attach your clicker to, I just liked the colourful bracelets. The treat bag clicps onto your pocket or belt and it is very easy to get your hand in and out.
I used raw meat as a treat when on walks initially, but found it too yucky to be handling it all the time, so I switched to cut up frankfurts today. Though the dog looked slightly dissapointed when she realised it wasn't red meat, so I may have to switch back.