Check out Ship Sticks... I have NOT used them yet but plan to when the next need arises. I came across them randomly over last summer but they were a huge hit at the PGA Show in Orlando a couple of weeks ago. They pick them up from your home/office and can be sent straight to a club or vice versa.

I've priced it out a few times and as long as you don't need them overnighted (which they DO offer), its cheaper than checking them on a flight- plus you don't deal with lugging them around to the airport. Overnighting them is pricey, but, 3-5 business days seems extremely reasonable.

Hope this helps!

+1 for Shipsticks.  They contract out to fedex and ups but get some discounts.  Amd if fedex or ups get delayed, Shipsticks will work with them to try to expedite -- or alternatively reimburse you for a rental set.