Okay. For CLVM it probably makes the most sense to run one big volume group across your cluster, but there's also the option of running a non-clustered LVM on each Dom0 host. The latter would only work for you however if you don't require Xen migration.
I see 3 options for central storage in a Xen cluster, each with their own drawbacks:
1) Run a single clustered volume group across all hosts, containing one or more PV's from your shared storage.
2) Run a non-clustered volume group on each host, each with a distinct PV carved out of your shared storage.
3) Export storage for each host individually from your SAN, i.e. rely completely on your SAN for volume management. With this you don't need LVM at all.
Both 1) and 3) allow you to use Xen migration. 2) is feasible if you don't need to migrate guests online.
Our problem with 1) is snapshot support, and that we could not get pvmove to work acceptably well. (We had to make the entire volume group inactive before pvmove would even run--I'm not sure if it is expected, or what we did wrong.)
We've tried and failed at 1), and will now be attempting 3). This gives us a lot of flexibility on a storage appliance that supports snapshots. I'd still like to have pvmove work so we could migrate online from one SAN to another, if needed, but I haven't been able to get it to work acceptably well.
Also I thought I had read that snapshots are not supported by a clustered LVM? That would be difficult for us too, as we are relying on snapshots for a backup mechanism.