I started out early in my fishing career using the clinch knot or half blood as it's probably the easiest fishing knot to tie in slippery light weight line, but it's one of the weaker knots IMO. I would use the improved clinch versus the regular clinch because you've got another friction point adding a little more security to the setup. Tying jigs or lures as you've stated, you could tie the trilene knot, berkley knot, palomar knot or any other variety of fishing knots that would beat out the half blood knot. The snell knot is reserved for hooks only, typically not used for lures or jigs.
I've just recently started snelling my hooks, it really does seem to catch more fish at least for me anyway. The snelled knot stays in the direct center plane of the fish hook and it's tied around the shank. Most other knots, while certainly valuable in many situations, are tied to the eye of the hook and can easily move around the eye from one side to the other. You don't get that movement with a snelled hook, it stays directly on the shank of the hook, jammed against the hook eye.
There seems to be about five or six different ways to snell a hook though, I'm still trying to figure out the proper hand movements tying it the traditional way. It looks really simple until you try to tie the damn thing, there's some finicky hand movements in the traditional snell that are very hard to grasp IMO. As of now, I'm tying two snell variations, the whipped snell and another form I learned on you tube. Of course tying these knots in four pound test line is tricky regardless of what knot you're using, very slippery material.
I'm currently practicing using garden twine on an oversized catfish hook, I'm determined to learn this traditional method. Really attractive knot once jammed down against the hook eye.