Don't expect the transition from recorder and pennywhistle to clarinet to be trivial, although it needn't be too difficult.
The first thing to consider is that any reed instrument demands a little more work from your mouth than your present instruments. It will take a while to learn not to "bite" the reed, while you learn to control the lip (especially lower one), but you do need a good set of lower teeth to support the lip. Hopefully, yours are in good condition, and you intend to keep them for a while.
Expect a period of minor "pain," while you learn reed control. Most beginners bite a sore spot in the lower lip, but that goes away once you learn to use the lip muscles. It's not much different than what string players go through when they lose their caluses and have to "re-form" them, although once you've learned proper lip control you don't have to do it all over after a layoff period.
Reed instruments don't really require "more wind" than penny whistle or recorder, but they do require "higher air pressure." Although the effect is small, the air pressure needed is sufficient, in susceptible persons, to slightly raise blood pressure. A very few susceptible persons of my acquaintance have experienced mild headache (due to higher blood pressure induced by the "blowing") while trying to learn to play. The effect is apparently rare, and usually fades as you become acclimated to what you're doing.
As George suggests, a saxophone is a more "direct" transition from penny whistle in one respect - the saxophone second register is an octave up from its lower one, and you can play a similar two-octave span without "transposing." A clarinet "second register" is one and a half octaves above the lower one, so playing across from one register into another is a little like changing keys when you "cross the gap." Fortunately, since either of these instruments is fully chromatic, "changing keys" (within reason) is not really too difficult.
The "brain barrier" to playing either saxophone or clarinet with others is probably the key transpositions. Saxophones come in Eb and Bb (and the bastard child, the C-melody), while clarinets come in Bb, Eb, (and A, if you can find one). Fiddlers, especially, prefer to play in G, D, and especially A. To play an Eb instrument in true A, you have to manipulate 6 sharps - relative to the "natural tonic scale" of the instrument.
The "gimmick" here, is that the tonic on your penny whistle is "all six fingers down," while the tonic on your reed instrument is "all six fingers plus your right hand pinky. If you use the fingering you're used to on the penny whistle - 6 fingers down, and raise one at a time, on a Bb sax or in the upper register of a Bb clarinet, you will play (almost) a C-minor scale. Adding the needed 1 "sharp" to make it a ture C-minor, and one additional sharp to make it C-major is a relatively "natural" thing on either instrument - so you're really half-way there from the git-go, if you're playing a C-major tune. Generally, the fingerings for one or two additional sharps or flats is not difficult on either instrument. If you get to more than that, you'll probably hear as much "key clatter" as music - at least until you become fairly proficient.
There are some "social considerations." In the "Irish" groups in my area, the normal instruments are fiddle, guitar, mando, penny whistle, bodhran, and hammered dulcimer. Rarely there's a squeeze box or two, and an occasional flute. A clarinet or saxophone might be "tolerated," but would not likely be enthusiastically accepted. A couple of regular squeezers would likely make the difference needed, but a sax (especially) or clarinet would simply overpower the other instruments there in those existing groups. It does, rather surprisingly, require more effort to play softly on most reed instruments than to just "blast away."
The other music styles named would likely be more accepting; and of course, Irish groups with a slightly different "composition" might present no problem.
A better fit with all the types of music mentioned (expept maybe Kletzmer?) might be a keyed (trad or "classical") flute. (And you might be able to play it after your teeth fall out.)