Don't know anything about Cleon.
Probably get an umbrella, but a real softbox would be too much for the SB800 -- there's just not enough juice for that. I actually toyed w/ the idea of getting some Alien Bees for quality, affordable strobes a couple years back, but ended up holding off on that indefinitely since studio stuff really isn't my thing anyway. The SB800 would be ok for auxiliary light or such, but not good enough for serious studio stuff, especially as the main lights.
I should probably still get a reflector and umbrella too. Maybe I'll get to it soon enough since I think I need to pay a visit to B&H to shop for a new camera bag (and finally pick up a decent, affordable ballhead like the Giottos 3000). My old Tamrac sling/hip bag (Velocity 5) finally bit the dust -- the metal D rings for holding the strap completely wore out after ~5 years of near-daily lugging. Had wanted the Lowepro Slingshot 200, but it's oriented only for lugging over the right shoulder, not left, which doesn't work well for me.
Anyone have good suggestions for some other sling-type bag? Last time I looked at the larger Tamrac Velocity sling bags (like the Velocity 9), I just didn't like how tight they need to be worn, and the Velocity 5 is a bit too small now to fit the D200+lens pointing down w/ my 70-200 f/2.8 standing next to it (unless they've increased the size some since I bought mine 5 years ago).
_Man_