Hmmm...yes, clothes pegs can be a little tough when starting out.

Please do be careful not to place the pegs or clamps directly onto the most sensitive part of the nipple...the end (you get it?). Better to place the clamp etc at the 'base'...more on the areola, behind the nipple with its nerve endings.

Alternatives?...rubber bands are used by some people. Another version is something like chopsticks - use a pair bound at each end with rubber bands. That way you can still pull them apart to then position them...and you can increase the number of times you wind the band around to ramp up the pressure on your nipples...or those of your victim!

Bulldog clips...big silver metal things spring loaded for holding sheets of paper...they also can be quite handy...though often less pressure than clothes pegs while still looking quite fearsome!

You could experiment with different sensations. Maybe instead of clamping what you'd prefer is being able to hang weights or objects from your nipples? Always being careful about how much weight you start with of course.

Have fun!