As with anything else, there are good and bad points to both of these paths. To join an established clan , you have a few options. Hang around the same servers for a while, let people get to know you, and get to know the clans that play around you. Chances are you'll make friends playing anyhow, and when you've decided that you really like a few people who are in the same clan, and can appreciate their abilities and feel you could add to that, then apply. Begging to join a clan is like begging for status in an IRC channel - it just bothers the clan members, and it definitely doesn't give you a warm place in their hearts.
Some clans have a membership application form on their website - if they do, fill it out.
If they have an IRC channel, spend time in it chatting with them. Get to know them better - make sure you really want to play with them as individuals and as a team. Also establish that you're not just looking to get in the first clan that will take you. Wouldn't be as nice if the rep is a bad one. Another positive aspect of joining an established clan is that the hard work is already done - someone else is in charge, you just have to show up and play.