Buying golf clubs on line can be tricky; it really depends upon your golf game and physical attributes.

If you are "Joe Average" in terms of physical build and golf ability, I would not hesitate to consider buying your clubs on line. There are many good sources for the latest equipment to be had at bargain prices. I have had great experiences with GolfSmith (http://www.golfsmith.com/), GolfDiscount (http://www.golfdiscount.com/) and The Golf Warehouse (http://www.tgw.com/).

The issue is if you have a physique that may be more difficult to properly fit with the right club. There are important considerations for shaft length, grip size, hosel angle and more. These issues are also more critical if you are a serious golfer who can shave-off a stroke or two by having the right equipment. If this is the case, I would encourage you to visit a golf professional to be assessed for a set of clubs that are fitted to your needs.

About.com has a great article on fitting that is worth a read...
http://golf.about.com/cs/tipslessons/a/aa041003a.htm

Have fun!
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I see decent sets of golf clubs at garage sales quite often. If your really particular in your shopping for them, in terms of brand, model, bag style, etc., then YES. I would also say yes if you're looking for used clubs, and point you towards Craigslist.com. Otherwise, you more than likely will have to pay for shipping. If money isn't an issue, I would also say yes once again, because then you can browse all you want, and know every detail about all the sets before you buy them. Plus, you might find the clubs that are right for your individual game at a better price, instead of paying more by feeling pressured by commissioned salesmen. If you can pick them up after buying them, then definitely, MAYBE. If I asked myself the same question, I would tell myself NO, because I found a perfectly decent set, with a good bag, for $20 at a garage sale. And by perfectly decent, I mean, the clubs were long enough for me(I'm 6'1"), and included an over-sized driver, 3-wood, 4-wood, and wasn't missing any essential irons. The thing is, if you do find what you want on Craigslist, then you don't actually buy them online, you get to meet the person with them, and actually can look them over in person, etc. before you hand the money over. It heavily depends; however, final answer- NO.