First, the definition of a clustered index is that it is physical ordering of data on the disk. Every time you do an insert into that table, the new record will be placed on the physical disk in its order based on its value in the clustered index column. Because it is the physical location on the disk, it is (A) the most rapidly accessible column in the table but (B) only possible to define a single clustered index per table. Which column (or columns) you use as the clustered index depend on the data itself and its use. Primary keys are typically the clustered index, especially if the primary key is sequential (e.g. an integer that increments automatically with each insert). This will provide the fastest insert/update/delete functionality. If you are more interested in performing reads (select * from table), you may want to cluster on a Date column, as most queries have either a date in the where clause, the group by clause or both.
Second, clustered indexes (at least in the DB's I know) need not be unique (they CAN have duplicates). Constraining the column to be unique is separate matter. If the clustered index is a primary key its uniqueness is a function of being a primary key.
Third, I can't follow you questions concerning 249 columns. A non-clustered index is basically a tool for accelerating queries at the expense of extra disk space. It's hard to think of a case where creating an index on each column is necessary. If you want a quick rule of thumb...
- Write a query using your table.
- If a column is required to do a join, index it.
- If a column is used in a where column, index it.
Remember all the indexes are doing for you is speeding up your queries. If queries run fast, don't worry about them.
This is just a thumbnail sketch of a large topic. There are tons of more informative/comprehensive resources on this matter, and some depend on the database system ... just google it.