I have used Avery Full Sheet Labels quite often. You can buy these at OfficeMax or anywhere that sells office supplies. They are full sheet pressure sensitve, and come in white or clear. The clear is usually twice as much as the white, but they are thinner and IMO they are worth it. They work great in an inkjet printer--run them through just like regular paper...

.
I don't know about clear-coating them though, I haven't tried that.