Eastwood sells several type clamps for just that purpose.
like the last message said, if there is no overlapping, they have these clamps that hold a nice 1/16 inch gap between materials.
http://www.eastwoodco.com/cgi-bin/sgin0101.exe an economical (but tough to get in place) alternate to this clamp is very small machine screws with fender washers on either side to make your own clamps
if there are overlaps, they have pin hole clamps that work well, you'll need to drill an 1/8" hole through both pieces, insert the pin clamp. These work awesome for holding larger panels in place. so you may need quite a few. of course you will have to weld the pin holes, but if done properly, this can add a lot of strength, almost like little spot welds. Some guys use this method to stitch in patch panels.
http://www.eastwoodco.com/cgi-bin/s....HTM&UID=2002012207355906&FNM=20 an economical alternative to these clamps are tiny screws to hold the panels together.
The other tip I have, is practice on some old junk fenders, something with similiar metal surface, don't have your project be your practice piece. do this to fine tune your welder setups. I do it everytime before welding on the vehicle, just to make sure! i keep some scrap metal around just for that purpose.
like the others said, always keep your heat down as low as you need to weld. always do short sections, use cold rags to quench heat from time to time, not directly on weld, but adjacent.
good luck