Clustering is one of the relevant data mining tasks, which aims to process data sets in an effective way. This paper introduces a new clustering heuristic combining the E-transitive heuristic adapted to quantitative data and the k-means algorithm with the goal of ensuring the optimal number of clusters and the suitable initial cluster centres for k-means. The suggested heuristic, called PFK-means, is a parameter-free clustering algorithm since it does not require the prior initialization of the number of clusters. Thus, it generates progressively the initial cluster centres until the appropriate number of clusters is automatically detected. Moreover, this paper exposes a thorough comparison between the PFK-means heuristic, its diverse variants, the E-Transitive heuristic for clustering quantitative data and the traditional k-means in terms of the sum of squared errors and accuracy using different data sets. The experiments results reveal that, in general, the proposed heuristic and its variants provide the appropriate number of clusters for different real-world data sets and give good clusters quality related to the traditional k-means. Furthermore, the experiments conducted on synthetic data sets report the performance of this heuristic in terms of processing time.