Before buying your very first set of golf clubs, keep these important ideas and tips in mind.
Your level of interest, dedication, time and of course cash flow are important factors in how many times you'll be getting out on the golf course. If you're not sure what these levels are, then you should probably look for a cheaper set of clubs or even some second-hand clubs. They will work out the best for a new player who is testing out their enjoyment in the world of golf. If your interest continues to grow, you can always buy a new set of clubs down the road and by then you would probably have a better understanding of your game and commitment.
If at first you are not sure what type of clubs you should buy, then you can ask and see what other people or friends who have some understanding of the game think will suit you best. Try asking the friends who like to play golf and who have probably been with you on your first or second outing. They would be able to point you in the right direction, especially if they've seen you play. Or ask at your local pro shop and see what they would recommend for you. Asking people who play the game is the best way to get ideas for which set of golf clubs could be the best fit for you.
Once you narrow down the search you can always test drive the golf clubs at your local dealer to get a feel for what you're buying and to see if they are the best possible clubs for your swing and the level of player you are. Two tips I feel are important for anyone looking to buy a beginner set of golf clubs is; look for perimeter weighted golf clubs instead of forged blades this will help with forgiveness on off center shots and help you enjoy the game. Also try and pick up graphite shafts instead of steel shafts, this will limit the amount of feedback or vibrations on shots you miss hit and also help you enjoy the game more. Once you have your swing and are comfortable enough to know what you want and see an improvement in your game, then see about some higher end clubs.
After you make your decision, check out a few discount dealers, pro shops or even some local garage sales. You can get a decent set of new starter golf clubs for $200 or $300 from a discount golf shop or maybe a better set of clubs for a lot less from someone's garage. Heck they might even throw in a golf bag and some golfing accessories you'll probably need.
Finally and most importantly, enjoy the game and the score will come!