Yes, they are all damaging to an extent, and yes, if you have strikey flies you will want to treat your lambs at least.
Clik, however, is the most environmentally damaging of the flystrike preventative products. Vetrazin among the least environmentally damaging of the noxious chemical type of preventative. Crovect in the middle. Clikzin is the same as Clik, it's just a weaker solution so has a shorter withdrawal.
Clik is also a systemic product, so it's in the meat, whereas Crovect and Vetrazin stay on the wool and protect only where applied.
As I said above, one of the things that Clik does is kill the dung beetles which usually process your sheep's dung into nutritious fertiliser for you, as it is being excreted in the dung.
Some of these products can be applied under an organic regime, with a derogation from your vet. Organic rules always want twice the length of withdrawal that non-organic does. When I last looked into it, you were allowed to use Vetrazin in an organic system, with a doubling of the withdrawal period, but you could not use Clik under any circumstances.