Update 11/09/2009: Finally found some alligator clips, so made a part two of this tutorial using the alligator clips.
Decided to make my own painting clips like the ones being sold to model builders by the hobby industry. Ideally I would have wanted to use the standard alligator clips but I wasn’t able to find any of that type. What I found in my local hardware store that was small enough to grip even the minutest part were miniature battery clips. They cost about $1.10 for a 4 pack.