I have a belt clip on my P-32. You can get one for either side depending on how you like to carry it with the grip pointing one way or the other, left or right. I also have a PF-9 but I carry it in a holster.
Pros - It's a handy way to carry on your belt or waist of your pants. Can also slip it into your pocket with the clip holding it in position for a fairly easy draw. The clips are handy as said.
Cons - If carried on your belt or the outside of your pants the trigger is exsposed. Now, it does have a long trigger pull so not likely to fire accidently but crap happens. You have to remain aware it's exsposed such as if you're working on something or walking through brush.
The clips are nice to have as long as you use your brain.
Hard to beat Kel Tec for a conceal carry firearm.