When the phone goes to sleep the display turns off--that's basically what it's designed to do. If you want to see the clock you'd have to wake the phone by pressing the home or the lock button. The phone can wake up on its own as well if there's a notification that comes in. You can also potentially run a third party clock application that would stay on the screen consistently and not let the phone go to sleep basically, but that wouldn't be recommended in general, and at best maybe only while the phone is plugged in and charging.