As promised! In order to create a clone shot, you're going to need to take a series of pictures of you in different positions, without moving the camera, and then you're going to combine those images in Photoshop (or some other image editing program). To illustrate this process, I am going to try to replicate this image [NSFW] I found on deviantART that I've always liked. It's humorous, a little bit kinky (without being explicit), and will give me an opportunity to be both nude and try on a couple different outfits. Let's get started!
1) Set up the tripod
You're going to need a tripod for this, so you can keep the camera steady between shots. The more the scene changes from one shot to the next, the harder it's going to be to stitch them together in the end. This includes lighting, which you should keep in mind if you're relying on window light, or shooting during twilight, etc.
When setting up your scene, you should apply the usual rules of composition for a more aesthetically pleasing image, but with the added challenge of imagining yourself positioned somewhere within the frame - not in one place, but in two or more places (so make sure you leave enough room!). It's important to remember to be extra careful not to move or bump the tripod while shooting, to make your post-processing job much easier. (But don't despair - I tell myself this every time, and I still manage to bump the tripod sooner or later. As long as it's not too drastic, the damage can be mitigated in post).
2) Shoot yourself
Pose within the frame of your image (like you would in any self-portrait, or like your model would in a regular portrait), and take a picture using the camera's self-timer function, or remote shutter release. Take multiple shots if necessary to ensure you get one that's really good (tip: self-portraiture relies heavily on trial and error) - this is where any modeling experience you have will come in handy, in terms of finding your best angles.
3) Shoot your clones
Now, repeat the previous step (more than once if desired), but with you in a different part of the frame. Think of ways you can interact with your clones to create a more compelling image, so it's not just you standing in different spots. But be forewarned, although it is not impossible for you to (appear to) come into physical contact with another clone, pulling this off requires very careful positioning and expert Photoshop skills. If you want to stick to easy mode (which I recommend if you're a beginner), then you'll want to keep your clones separate - which means no overlapping, and you should take care that distinct shadows cast by any of your clones don't interfere with the positions of any of your other clones (although a lot of times you can flub this - most people won't be scrutinizing your image with a magnifying glass; just try to avoid anything glaringly obvious).
If you're feeling overwhelmed at this point, don't be discouraged. All of these are things that you'll get better at dealing with over time, the more you practice. Sometimes you'll get lucky, and have an easier job, and other times there'll be little details you hadn't noticed that get in your way. If you have bad luck the first time, just relax, and try it again (from the start) later.
Tip: if you're trying to model different people (as opposed to going for that creepy "attack of the clones" look), then try wearing different outfits, changing your hair, adding/removing glasses, etc. If you're really ambitious, you can even change your nail polish from one shot to the next - but be aware of changing light conditions!
Chances are, unless you're perfect (and nobody is perfect), you took several variant shots of each clone (maybe even hundreds - I've been there), in the process of finding a pose that works. Now it's time to pick out the best ones, that you'll be using in the final product. You should have at least one of each clone, although it's okay to have alternates (and sometimes this is necessary, as different poses will complement each other differently, or may cause issues with overlapping) - but be warned that the more you have, the more work you'll have to do later.
Note: you can perform this step either on the camera itself, or after you transfer your images to a computer - whichever you prefer. I generally like to look at them on the computer before making my decisions, because you can see the details better on a larger screen.
5) Edit your shots (if necessary)
I usually like to apply some basic edits to my shots in Lightroom (like Punch, or Auto White Balance). But I recommend you use a light touch, because each of your chosen shots needs to be consistent with one another. This is the time to compare your shots and make sure their levels and tones all match. If one is much lighter or darker than the rest, for example, you'll need to even it out. One thing you do not want to do right now is crop your images. If you're not happy with the framing, you'll be able to crop the finished product later, after merging the individual shots.
6) Merge the clones
This is where the magic happens!
(I have to apologize for not just recording a video tutorial, which would undoubtedly have been easier to follow. But for some reason I am profoundly inept at recording videos on the computer. I don't understand it).
a) Open one of your images in Photoshop (or a comparable image editing program). This will serve as the "base" image that you'll be adding the rest of your clones to. Which image you choose is up to you - your choice may make your work flow easier or harder, but the ability to predict this accurately can only come from experience.
b) Open each additional image one at a time, and paste each one (Select All + Copy, then Paste) as a new layer onto the base image. (You can double-click the bottom layer labeled "Background" to unlock it).
c) At this point, you can use Edit -> Auto-Align Layers to line up the shots, in case you accidentally bumped the tripod during shooting. Ideally, you shouldn't need to do this, but it doesn't hurt.
d) Make all the layers invisible except for your base image and the first clone.
e) Apply a Layer Mask to the first clone image. (It doesn't matter if you choose Hide All or Reveal All - either way the process will be the same, just inverted).
f) Now for the hard part. Draw on the Layer Mask (make sure you click the Layer Mask in the Layers tab before drawing on the image) to reveal (white) or obscure (black) parts of the image it is attached to. Try starting with a gradient, applied between the two figures, and then use a brush for more fine tuning, if needed. You want to make the clone visible over top of the base image, while smoothly blending things like variable shadow patterns. This is something you just have to do a lot of to develop a good instinct for.
g) Once you're happy with the juxtaposition of your first clone against the base image, make the next layer visible, apply a Layer Mask to it, and repeat the last step. Continue until you finish the last clone.
7) Apply finishing touches
At this point, you might want to save your work in case you decide to make any changes in the future. More importantly, you'll need to export a jpg file (or other image format) of your finished product. You can now reopen this image in Lightroom to make final adjustments (if necessary), such as cropping. If your images weren't perfectly aligned (e.g., you bumped the tripod) before auto-alignment, then you'll probably have a tiny bit of white space along some of the edges that you'll want to trim away. That's it. You're done! You can resize your image if you like, add a watermark, and publish it to the net. You've just cloned yourself!