Yes, clean the rail ends where the clamps will be as well as you can - last time I did some I used a handheld wire brush (one of the "toothbrush-shaped" ones - just don't get them mixed up...

) and some Kilrock Gel, which is a pretty aggressive limescale remover that you can get in DIY stores - do be careful with it, wear heavy rubber gloves and eye protection, it's effective stuff but rather unpleasant! The combination did a very good job of restoring the ends of some heavily weathered track, before I fitted the clamps (with a dab of graphite) onto the cleaned rail ends.
If your joints and clamps are clean and good, you shouldn't have conductivity problems, you'll then just need to keep the railhead clean with a track cleaning block.
Jon.