I did some claymation back in Middle school and High School. It's not great but it's something.
http://www.youtube.com/watch?v=P-yXhwbRicc
http://www.youtube.com/watch?v=REI_7-C9n_8&feature=related
http://www.youtube.com/user/Octolink64#p/u/5/o1R9w5Ns-ck
I'd recommend getting some software like iStopMotion for Mac or Stop Motion Pro for PC as well as a video camera. Claymation is actually fairly easy as long as you have some patience. You can make the figures using wire frame "skeletons". The last video shows what a "skeleton" looks like. Finish your voice track first and then sync your animation, one frame at a time, to that. We used studio lights but any old desk lamp would probably be fine for lighting, just don't let it get to hot or the clay will get soft.