I clamp to the part, except for when teaching the basics at the community workshop. On my stuff though, I try to always clamp to the part. When the part is too small, or oddly configured, I use C-shaped vice grips on the part, and clamp the ground to the vice grips.
Even when we clamp to the table for welding instruction sessions, I usually tell them that I clamp to the part, and tell/show them the vise grip tip, then try to show them why I do it. If you get a part that doesn't make good/full contact with the table, it will spot-weld to the table where the ground arcs. I show them the size of that spot and explain that all the current is flowing back to the source through that tiny spot, or the next best thing it finds...
I've felt the "TIG tingle" before...