Are there any differences between clamp, twist-on, and crimp coax connectors outside of cost and ease of assembly?
I have had many headaches in this arena, I will answer you question directly, then ramble until I hear the potential down votes piling up...

For the electrical characteristics under ideal specifications, and in permanent, static installs, they should all be almost the same.

Now for ramblings...

You can generally buy a crimp kit that will have all of the hardware to work with rg 6, 58, and 59.
Crimp kits may be all that are available for any odd size of coax, ie one of the 5 coax in a VGA cable.

Crimp kits with a seperate crip center pin allow you to make a very good connection to the center conductor; physically or with solder.

Twist ons I have no experience with.

The sleeve compression type are great if you are always using one size ( I usually am just running RG 6 quad), but I have had problems with tools and ends not working well together. 
The other bad part is that if you screwed it up, it may look 100% perfect on the outside.

I have screwed up a few of each of these pricey little connectors, usually when I buy a new crimp style the first one is bound to get screwed up.