I want to connect a 433MHz RF receiver running at 5V to an Arduino running at 3.3V, or do I have to build a resistor / diode clamp.
Some (PIC) MCUs have 5V tolerant input pins but I'm new to AVR & Arduino's.
Bonus question, are any inputs better suited to capture? e.g. IR or PWM (on PIC it's called a Capture Compare module). I suppose INT inputs would do in a pinch.
Basically no. The AVR chips use internal clamping diodes on all the I/O pins and as such if the signal input voltage is higher then Vcc +.5vdc or so the diode starts to conduct high current and damage is sure to follow. So if you run a AVR chip at 3.3vdc on Vcc then inputs must not go above 3.3vdc.