Just looking at the dual bell end design of the light, I can tell you that a clip is going to be hard to attach unless it's a screw on design and you're willing to drill and tap. The maglight 2AA clip that comes in the accessory packs (should be available at a hardware store) is the right diameter, but putting it on is going to be a challenge.
What kind of holster do you want? I have bezel down kydex holsters from Comp-tac that work well for shorter lights; haven't tried a longer light like the E20. For a pouch type the one Bows3r suggested looks like a good option.