Question: How do I buy golf clubs? Not the mechanics of actually locating and purchasing consumer goods but the general golf club purchasing etiquette. Are there different lengths? How do I determine good clubs from bad clubs? What should I watch out for?
Go to a golf store. Not Wal-Mart, or Sears or Sportcheck. Go to a store that specializes in golf. Maybe even go to 3-4 of them. Even if you don't buy a set of clubs from them, they'll walk you through everything you need to know. And by need to know, I mean they'll let you test out some stuff, let you swing some clubs until you find something that feels right for you. There is no set length, or grip, or anything other than what feels most comfortable to you and your swing.
As a beginner golfer you're probably not going to want any expensive clubs and not because they cost more, but because they're not good for you. Typically, the more expensive, it means the more powerful they are, but in order to be more powerful, they need to reduce the "sweet spot" on the golf club face which makes it more difficult to hit properly.