Catfish were the first fish I ever learned how to clean. I remember cleaning them with my grandfather when I was 7 or 8. My job was always skinning.
Stick them between the eyes (high on the head) with a knife to kill them. Give them a few minutes to "settle down" while you get the rest of your cleaning gear together. There are 2 ways to clean them...skin them and use them whole, or fillet them like any other fish.
To use them whole, skin them first - make a cut all the way around the head. Then grab the skin with a pair of pliers and pull the skin off the meat towards the tail. It won't all come off in one piece (usally not), but you can pull it all off in strips. Then cut them down the belly from head to vent and gut them. Then make a cut along both sides of the dorsal fin and pull it out (with the pliers) toward the head. Lop off the head, tail and pectoral fins..and your done.
Filleting them is almost as easy as any other fish. Their skin is the only problem. It's a lot thinner and has no scales, so it's a lot easier to skin them before you fillet them with a pair of pliers. Same concept from then on...split the fish down both sides of the spine (as close as possible). Cut out the ribs and fins. I like to seperate the "nuggets", or belly meat, from the rest of the fillet. It has a different taste and is best fried rather than baked like a fillet.
The most important thing about a cat is to remember to MAKE SURE IT'S DEAD before you start skinning it. Those barbs HURT...especially if you are ever "privelaged" enough to catch one under the finger nail!