You can have your character flagged as 'Loner'. This will prevent clan leaders and other people from attempting to recruit you. It offers no other advantages and once set, can only be removed when you tier (see 'help tier').
If you are not sure whether clan life is for you or not, simply stay unclanned. If, however, you are certain you do not wish to join any clan for a long period of time, contact an Imm to have the Loner flag set.
A level 205 imm can set the Loner flag, but can only be removed by Lasher. Please be advised the first time you ask, the immortal will most likely talk to you a long time before setting the flag.