I have a Samsung Galaxy S with recovery 3E. I want to install Clockworkmod on my phone, but because of the version of recovery I have, I need to flash CWM via Odin.
When I download the CWM recovery image, does it matter what version of Android I have, whether it's Froyo or Gingerbread?
No, it doesn't matter at all for recovery.
Just make sure that if the Odin package contains anything beside CWM (e.g., a kernel) that the versions match. I've used a Voodoo kernel with built in CWM for replacing 3E recovery, and the kernel had to be 2.2 to match my 2.2 OS.
That said, you could actually flash a mismatching kernel with CWM as long as you already had the Cyanogen package on your device and ready to install. You'd be able to get into recovery and flash the package even if your OS wouldn't boot.