We saw a pre-production version, and it does clip very nicely to the the case.
There is some room for the clip between the case and the back of the Reader because of the circular fastener in the middle of the back. If I remember correctly, you should also be able to clip it very firmly and conveniently to both sides of the cover together, with the front folded all the way around so the clip holds the cover open. I seem to remember that it was not an issue with the default cover, so I expect it's also not a problem with the upgraded covers offered by Sony.
The B&D fancy leather cover might be a different issue because it can't fold open completely, but I think it should work fine clipping onto just the back cover. I doubt it would damage the leather. Nathan may remember more detail...
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