I have 0SX 10.7.3, I'm in classic layout mode because that's what I prefer. After switch to Lion, the paperclip for sent emails simply does not appear. Perhaps it does for you, but it does not for me, and apparently many others. If we could figure out why it is a problem for some but not for others, maybe a fix could be worked out.
If I open the email, then I can see the attachment, but this isn't the problem. The problem is that the paperclip doesn't show up in the paperclip column for any sent email, so when I'm trying to find sent emails with attachments, I can't identify those with attachments.
It is also odd, because the clip DOES appear for incoming mails, just not sent mails.It's a real pain, and clearly many people have this problem and Apple has not solved it.