Image via WikipediaHandheld clickers may be used for echolocation, and I have had minimal experience with this, but I will dispel all I have learned so far. You can use a Snapple-type cap, or a pet training clicker. First thing's first, you must get used to the sound of the clicker. Play with it as much as you can, every day. Eventually you will be able to recognize it easily and at this point you will have learned many of the subtleties of the sound. Clickers should be sounded around the waste level or above the head, don't click them near the ears since this will defeat the purpose. The goal, as always with echolocation, is to create a triangle between the source, object and receiver. So in this case: clicker, wall, and ear.
I find it is also helpful to create a barrier directly between the clicking source and your ear. This could be your other hand (as if saying "Stop") a notebook, or even a bag you're carrying. This will prevent the signal from going directly to your ear and will isolate the reverberating signal (which is the important part)
When using a clicker, pause for about a second between the press and the release of the button. This will give the reverberations time to subside and will avoid confusion for your subconcious.