You could always try ebay. Ebay is a great source for any of your online buying. Also, if you live a little ways from a bigger town it may be cheaper to go there and shop. A good place for cheap quality clubs would probably be Sports Chek or Sports Mart. Another place to look for clubs would be your Local Bargain Hunter which you can buy from any gas station or convient store.
You may also check craigslist.org if you're just starting out and aren't sure about the clubs you want. You can probably get a good deal and better learn exactly what you're looking for, without wasting your money right away.