I started emacs with clojure too. Paredit reallly rocks and is really easy. Some paredit function are so useful that I use paredit for other languages to here is the chatcheat http://www.emacswiki.org/emacs/PareditCheatsheet.
I use VIM to code in Clojure. I don't have paredit [1] but I don't find it really necessary, I can live just with rainbow parentheses and paren-matching (not to say that I would not find it useful if I had it).
[1] When I set up my Vim for Clojure development I made some research and I never saw it mentioned anywhere, so I think it's not available.
I am pretty sure there is paredit-like mode for vim, because I actually used it for some time. It seems that it is part of slimv [1] now, however I recall using it without setting up slimv.
Emacs has paredit or like 90% of it. Its written in clojure and you can use it as a library (https://github.com/laurentpetit/paredit.clj).
Im not sure about vim. It has nice rainbow parens (each level of nested parens gets a different colour).