I clamp them by the seatpost. Often I have to raise the seatpost to fit the clamp so I mark the insertion with a piece of masking tape first.
Some of the guys I work with hang bikes from the nose of the saddle to do simple adjustments. I hate that because the bike sways so much. I've seen them get dropped that way too.
The nice thing about clamping the bike securely by the seatpost is you never have to apologize for scratching or damaging the frame. Also, everything that you do goes faster because the bike is stable so it doesn't take any more time. Isn't that why we're using a work stand in the first place?
The real question today has to do with some of the newer, more aero carbon bikes. The seatpost might not be round and I can't find any safe place to clamp the bike in my workstand.