I have used a clicker with both my dogs for various behaviours. One of the key things to get right with a clicker is to click at the right time. The easiest way to learn this is to get someone to bounce a tennis ball, and then for you to click when the ball hits the ground, this is easier said than done, but gets you clicking at the right time.
As for are they all the same, no, Mayhem is sound sensitive and therefore has a volume controlled one, whereas Harley just has a bog standard one!