Actually - they have scales but they are very very
very tiny scales - and you're right, they are treated as scaleless fishes in terms of sensitivity.
Its good to wait until a tank is mature (ie at least 6 months or so) because they are very sensitive to ammonia and nitrite, and very susceptable to ich.
As to size - in the past I've found the sub-1" size to ship poorly - we do better at the store with the 1-2" and 2-4" sizes. Always make sure they are eating well, they should be solid, thick, not scrawny. They should be active and curious in the store.
There is a ton of great info in the new loach book that just came out from TFH:
http://www.amazon.com/Loaches-Natura...3455164&sr=8-1
Its also important to buy them in groups - I would aim for at least 5-6 loaches. And as was mentioned, they really belong in large tanks. I would consider a 55g tank a minimum for small 1" clowns, assuming they were going into a 125 or 150g (ie 72 inch) tank within about a year.