We present a lattice gas model to show that a system of amphiphilic molecules in solution forms clusters without phase separating. This is designed to be the simplest possible model that captures the essence of the so-called microclustering observed both experimentally and by molecular-dynamics computer simulation of methanol in water. The Hamiltonian contains no adjustable parameters, yet exhibits surprisingly complex behavior as a function of temperature and concentration. By studying the specific heat, we reveal three phase boundaries-between a low-temperature phase comprising straight bilayers, intermediate phases exhibiting twisted bilayer and clustering, and a high-temperature phase, which is essentially gas-like. None of the observed phases correspond to the crystalization or phase separation expected of a simple mixture; instead, they correspond to loss of different types of entropy.