Costco are good cheap clubs. You could also look at some buyitagain sports stores or something equivalent in your area. What you could also do is browse your local newspaper and check out your local pro club...often when people get new sets they trade theirs in or sell the old ones.
Or get lucky like me...and have your uncle give you his old set.
I haven't bought any clubs off of ebay but I think Shack has.
You could also try a club discount store that sells knockoffs.