Question
what plants grow best in clay and is it better to plant more mature plants

Answer
Hi Kerry,  I guess you have clay!  So do I and I could not be happier about it.  Clay is not a limiting factor when growing plants if you realize that plants that need better drainage can be elevated to improve drainage. Limiting factors in your garden include sun, shade, insects, diseases or the winter and summer temperatures your desired plant will tolerate.
The best plants for your area are the ones that grow there naturally.  The "natives" are usually free from insect and disease problems, like your soil but they're just usually not really cool to look at.
The next best plants are exotics that like the same conditions.  Here's where you need to build a relationship with a local independent nurseryman who know's plants that have performed well in your area.
Next are the plants you have to grow.  You may need to modify the soil or environment to satisfy the needs of plants that you like but suffer when you treat them like everything else.
Remember this:  NO PLANT WANTS TO DIE BEFORE IT'S TIME!
If it dies...you either gave it something it didn't want or it wanted something you didn't give it.  There is no other alternative.
As for size...plant the smallest plant you can stand if it's something that may be a challenge.  A young actively growing plant is easiest to deal with if something needs to be changed and you are out a lot less money should you fail.  But never give up.  Learn from mistakes and try again.
If it's easy to grow and transplant, plant for instant gratification.  Why wait, if you don't have to!
Jim