I was recently having a conversation where the term "clearance delivery" popped up, and was talking about his time flying into PHX, but in all of my time flying, I've never heard of the term before! Could someone explain to me what exactly is this for, and where would you find this?
"Clearance Delivery" is exactly what you've surmised it is - a frequency used on the ground to copy your initial clearance from ATC before you take off.
Clearance Delivery is found at controlled fields. Pilots operating under Instrument Flight Rules will generally use it prior to each flight, and at airfields in class C or class B airspace it's used by VFR pilots as well (since they'll be talking to departure controllers very shortly after take off until clear of the controlled airspace).
At less busy fields Clearance Delivery is often staffed by the same controller working Ground (e.g. at Long Island / Mac Arthur it's usually the same controller working both positions), and at some airports clearances will be read over the ground control frequency when it's not busy. At busier airports clearance is usually its own position - possibly with multiple frequencies (e.g. at La Guardia there is a separate clearance frequency for helicopters).