In Memphis, the CLEO is the Shelby County Sheriff. The process is a little something like this.
Go to the courthouse with a money order for 40 bucks, your license and your fingerprint cards. Go to the Records office and tell them you need a No wants sheet and fingerprint cards and hand over your information and money order. Wait to be called and they will print you. Once printed, they give you the no wants sheet and you head back up to the 11th floor where the Sheriff's office is. Tell the secretary you need to get the CLEO signature and they will do it while you wait. Takes about 15 minutes. Process is done. It sucks that I have to pay 40 bucks but its nice that I don't have to wait for the Sheriff to get back to me.