I have always used torpedo shaped plastic whistles, the type that doesn't have a pea like traditional sport whistles have.

I start with training at feeding time. The dog sits, the bowl is placed on the floor and the dog can eat when two short whistles are made.
The next step is to use the same whistle as recall signal and reward each recall with a small piece of yummy food. (Use the whistle and voice to start with.)

Clicker training has a place and can be great fun - not something I have used with many dogs. Not a huge fan of the method, especially not for novice handlers as I feel that it works better for those with experience. Everyone to their own, however, and I know many people who enjoy it.