Clay is likely to be a big issue, though depending on the material might be worthwhile. If you do run clay you should look into using a clay breaking chemical (l don't use it so can't recommend any). The aim should be to get as much of the tailings removed from the water as possible, depending on the material this might be as simple as a bucket at the end of your sluice that you empty every time it fills up to quite elaborate systems.
You need a suitable setup to catch as much of the water as possible, most people run directly into a tub or pond, but if the site is suitable then use heavy black plastic under the slice with the water first running into a bucket u can empty (a few holes drilled in the bucket will help drain most of the water if your running gravel) and have the black plastic drain into a decent sized tub to run your pump from. If your using black plastic then try to find something to filter the water a bit before it enters the tub(even some straw held down with rocks can work). If you can't do this then generally run two or more tubs one running in to the next. The heavy gravels are easy enough to shovel out of a big enough tub, but the finer stuff is what will get you and clay can just be a nightmare. One of the main ideas is to give the material time to settle out, thus the two tubs, plus you need to keep the pump from blocking up with sediment and general crud. The tub your pumping from is best off being fairly deep and you should put something under the pump(big rocks normally) so it's not sucking up the sediment that will settle in the tub. I've thought about using a bit of shade cloth over the tub the pumps in to slow for easy/quick cleaning but haven't tried it yet. But no mater what method you use you will likely have to clean the system(just dig out the sediment) from time to time if your running a lot of material, just remember water is heavy so focus on saving as much as u can.
I hope you can get it working first time out, but a lot will depend on the material your running so it's likely to need a bit of tweeking to get everything just right.