It is best practice not to expose the internal references of an Object (Entity). So if an Object has a field of type java.util.Date then for example the get
If it's definitely just a Date, it won't make any difference either way.
If the actual object might be a subclass of Date (such as java.sql.Date) then I'd hope that clone() would preserve the extra information (including which class it is) whereas calling the constructor wouldn't.
As an aside, if you used Joda Time you wouldn't have this problem, as there are plenty of immutable types to use. It's also a much better API :)