A rag works decent. Just look to see where the back of the clip is and straighten once side of the rag and come up from the back of the clip with the straight, flat side of the rag, then push the rag in the same direction, wiggle it back and forth maybe. Its really easy, I'm probably being too complicated about it.
I always get a rag and use the "polish the crank" method (heh heh) that toygeek mentions. Just start the edge of the rag between the crank and the door panel, then try to "polish" the shaft the crank is mounted on--the clip eventually will fly off and land in a hole in the dash or into the mud puddle beneath your truck.
There are clip remover tools for like $3 or so at auto parts stores.
I agree with everyone else. Seems the rag and snag method works the best. Just be sure to keep an eye out for the clip once it flys across the shop. I always have extra clip around cause I am too lazy to look for this thing longer than about 30 sec!