Here's a hint. If your not sure you can check. Use your handheld multimeter and if there is a voltage between your ground lead and where you want to clip it then it's probably a bad idea.
for mains circuit, if you DMM between neutral and earth you wont register any voltage but its still a bad idea to connect the clip to neutral line.
Some members on here suggest to use a differential probe to risk any injuries to yourself, scope, or the DUT
for some model of high speed diff-probe you will still get a ground tab or clip of somesort to reduce signal return or ring (if i'm not mistaken from my "literature" study), besides the 2 differential +ve and -ve high impedance input. and then it can be still a bad idea if you have no clue about this, ie when you connect the ground tab to active mains.
after being hit by wrong probing of offline (mains) circuit many years ago, few months back i've been hit by the same issue when probing usb device, i never thought of the danger since its not directly mains, but in effect i screwed the circuit and my pc usb port since the usb device is not actually floating, ie ground device->usb->pc->smps->mains earth, ie not a floating device. some note to remember when making sure if the device is floating or not.