I haven't seen them pick at corals, but then I don't have SPS. It's possible that they'll pick at that, but most of the negative things I've read about them with SPS has been about their perching on the coral keeping the polyps from extending. If you don't keep SPS in your tank, and you don't have another clown goby I can't think of any reason not to get one.
I would ask the guys at the store to feed the tank and see if it eats. My wife and I have bought 4 different ones in the last 2 months and none of them made it because they never ate. (It's one sign that they might have been caught using cyanide.)
And before you ask, my wife bought 3 at once. Then I tried again a few weeks later with one. I'll probably try again, but not unless I see the little bugger eat at the store.