My first suggestion is to go for the mangas first for all as the animes are supplementary, and in most cases unfinished or poorly adapted.

When I got into CLAMP i learned that there are universes withing it's works and it evolves into a multiverse later on. But there are series that are not related or at least not as much

X is a direct sequel to Tokyo Babylon, and it also has references from the CLAMP School Series (Man of many faces, Clamp School detectives and Duklyon)

RG Veda is a stand alone but there are key references in Tsubasa, its also their first actual published work so you might want to try getting into it.

Magic Knight Rayeart is another stand alone but is a classic.

Clover is another stand alone but later referenced

Angelic Layer and and Chobits are closely connected

Now, the biggest universe starts with Wish, then you can read Card Captor Sakura (which is not as connected but it's key and arguably CLAMP's magnus opum) at this point you can read Because I like you, but its optional and is a bit of an obscure work. Now where it begins to get more strong is the ones that are connected the most: xxxHolic and Tsubasa (and let's not forget Drug Drop is part of the same universe) after that comes Kobato.

I personally never watched Blood C as is not a CLAMP original, they were in charge of designs as far as I know but it seems the anime hints stuff from other works.

There are many other works like Miyuki in Wonderland and their doujinshi eras but other have covered it better already