In many PhD programs, the Master's is obtained on the way, and so any courses in the psych. master's program that you have not already taken, would have to be completed. If you have a statistics background, some of those may apply. Each dept. is different.

As noted by dustfinder, doctoral programs are EXTREMELY competitive to get into, and clinical psychology programs, indeed, are even more difficult than other areas in psychology. You must apply to a variety of schools because of the numbers game, and be willing to move anywhere (it's only temporary).

I agree, though, that you need to define your goals first and then see what you need to get there. For example, if you wanted to get into personnel, an MBA and an MS in industrial/organizational psych. may be tops.