You need to make sure that the tracks' metadata actually contains replay gain values. If they don't, or if some of them don't, then you could visit
http://en.wikipedia.org/wiki/Replay_gain and see the section "Scanners" and choose a Replay Gain scanner to use. If you use Windows on your PC I expect most people will recommend foobar2000 or Winamp to perform this task, both being well liked and gratis. Scan all your files and they should then all play back at similar perceived loudness, no more surprises.
There is no need to do anything in particular to achieve "optimum" sound. Some people like to use a crossfeed with headphones, some people like to use some eq to compensate for characteristics of specific headphones and so on but basically your Clip running Rockbox is going to play typical audio files back as well as the hardware allows. Beyond that are matters of taste, preference and habit.