GolfTown has the best setup going with a simulator you can hit on and get a good feel for ranges on clubs (bearing in mind that sims are never 100% accurate). There is also the dreaded "but it worked great" on the range syndrome where nothing on the course works as good as it does on the range.
Alternatively, scope out a set of expensive clubs you like at Golftown and then buy the same clubs on eBay from a reputable seller. A friend of mine got a set of LH Callaway Big Bertha irons for $450 this way. Everything in my bag, including the bag itself came from eBay and I've saved a ton yet got top notch gear.
(still play like crap though - lessons 1st, then gear)
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