I don't really desire to wear earrings in guy mode so I haven't pierced my ears. However, clip-ons are hard to find and usually not very appealing styles. Regular earrings converted can pinch a little but look quite good.
Dangly earrings are fun and sexy. In the past I've replaced the shepherd's hood they usually use with a safely pin modified into pinchers that sort of pinch onto the ear lobe. They look pretty good but don't stay on very well and also can scratch the lobe. By far the best way is to get some converters at a craft store in the jewelry section. These work on almost all dangle style earrings and hold very well.
This method requires the kind of hoop with the "lever back" or hammer-and-pin style of attachment. The pin is supposed to go through the front of the ear hole and the hammer is supposed to clamp over the part of the pin that sticks out the back. Simply snipping the pin to about half its length is all the alteration needed. Put the pin up to where the hole in your ear should be and let the hammer press against the back of he ear lobe. The pin will appear to go into your ear and the hammer will hold it in place. These stay on very well. A few words of caution: The pin will leave an indentation in your ear lobe for several hours so it will look like you DO have pierced ears. If the hammer presses too firmly the pin can actually puncture the ear. Also the clipped pin can be sharp and can scratch your ear lobe if the earring accidentally gets tugged so be sure to file it down well first.
These can be classy or casual. I don't wear them often but have couple of pairs. I take a stud and clip off the entire shaft as close to the head as possible. Then I use a metal file to get as much of the remaining stump off as possible. Then I simply glue it to my ear lobe. I've found that super glue works well and the glue sticks more to the fine hairs on the ear lobe than the skin itself so the skin doesn't rip off when the they are removed. Of course, use a very small amount of glue.
Alternatively, I glue the earring to a magnet and put another magnet behind the ear lobe.
Neither method works great but they are options.