A clix game is like...
http://www.wizkidsgames.com/heroclix/
Basically it's a miniatures game where instead of having a book with all the army stats/abilities in it, you have a dial on the base of each unit that you click one way or the other to represent damage.
Personally I think it's a little silly. I don't know if you've ever tried to play a minature game where you're suppose to be constantly picking up almost every fig on the map and then replacing them into exactly the same spot, but it's quite difficult to prevent disputes when the units go back down.
Jazzepi