If its really heavy I'd be inclined to dig in some sharp grit and as much compost like material as possible - things like garden compost, soil conditioning compost from the garden centre, compost from your local recycling dept., anything like that, as preparation before planting. The clay is so thick up the road from me you could make pots with it, and I have to say that not much grows very well in it - the one next door, where I've added the stuff mentioned above over the years, does rather better. As for planting, there are many, many plants which will grow well in clay - depends what you want really, in terms of large shrubs, small shrubs, perennials, etc. Any ideas what you might like?
Here's some to be going on with for you to check out anyway: Shrubs: Alnus, Cornus, Magnolia, Salix, Weigela; Perennials, Aconitum, Helenium, Hemerocallis, Lysimachia, Lythrum Persicaria, Polemonium, Rudbeckia, Solidago; Bulbs, Anemone, Camassia, Galanthus, Leucojum, Narcissus, Climbers: Lonicera, Wisteria and last but not least, Foxgloves! Oh and roses, but you can increase your choice more by improving the conditions a bit.

Thats great,yes our clay sounds just like up your road,my kids actually love making stuff out of the clay!
Those tips and ideas for plants are great,i have already brought Salix and Aconitum so thats a start and am looking to get a magnolia too.
Thanks for your help.

Just a word of caution with the Salix.They are very thirsty plants so will draw water out of the clay. If you are on a shrinking clay then it could lead to some subsidence if planted too near a house. About 10 metres or more and you should be ok. Personally I would avoid salix altogether on heavy clays soils.