They will host many different things including corals, rocks, algae, mag-floats, return pumps, etc. Some of their more common hosts would be frogspawn, torch, slipper coral, just about anything.
Anemones host clownfish, not vice versa. Common grammatical misconception.
I've had clowns try to be hosted by hair algae, Powerheads, ornaments, and even just a spot on the glass.
They're fun, they're pretty, but they're not the smartest fish.