Reason 4 is awesome, but there is one thing that is really bugging me... every time I press record a new clip is created no matter where I am.. when there is no clip to start with this is fine, but when I already have a clip and I just want to add something in the middle a new clip is created and I have to join all 3 or more clips... so.. is there any way I can record without creating new clips all the time or even better, is there a way to make it create clips when there are none and NOT create clips when it is in the middle of one?

Just right click the track and create a new note lane every time you want to record a clip that would overlap an other one.

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no, I mean I want to record into the same clip since I often make mistakes, want to change or add something I'm making a classical tune and I'm using a keyboard... so the way of working might be a little different from when making techno or something like that

Your best bet is to open a new track lane like SG said, then record.

If you want to you can then change the clip length and drag your recording down to your original track and join the clips.

That's the only way of doing it.