The closest official place is at the ferry dock, but they charge an arm-and-a-leg. The truly official place is even further away in the other direction at Galisbay; but Island Waterworld (IWW) is quick, cheap at €5 and easy and is the place I always clear in when coming from the west or south. My other favorite clearing-in location on the French side is Anse Marcel; they are friendly and efficient and only charge around €10.