Golf can be very expensive, but it does not have to be.
There are plenty of daily fee courses and alot of country clubs are hurting for business in this economy.
Also if you are just starting out do not buy new expensive golf balls. Buy used/cheap ones and play with them until you stop losing them on every other hole.
Going with used clubs is a smart way to go. Especially if you are just starting out and not sure if you are gonna love it.
Play it again sports has several locations in town.
http://www.playitagainsports.com
Golfsmith sells used clubs at both locations.
Any used sporting goods place should have them.
Pawn Shops might have some.
The internet is a great place to look. Craigslist, ebay etc. CL should have plenty of guys selling their old clubs.
Ask any friends of yours who golf if they have an old set laying around. If they have been playing for more then a few years chances are pretty good they have an old set.
Good luck