Make the rounds of local yard sales. You can frequently find a modest set, particularly if you're looking for something to fit a junior golfer, for a cheap price.
Nearly Absolutely Cheap
Second-hand stores have all kinds of hidden surprises. A Salvation Army store probably has a bin of older used clubs. You'll need to pick through them to see if there is anything worth using.
Might Be a Good Deal
Read the classified ads in your local newspaper or scour the Internet on sites such as Craigslist. It helps to have a good understanding of prices for clubs to determine your price range.
More or Less Affordable
Visit a consignment store that specializes in recycled sporting goods. Play It Again Sports pays cash for gently used sports equipment, which it turns around and resells.
Check with a golf specialty shop or your local pro shop. You might not find rock-bottom prices and the selection will be limited, but if they have used clubs in the shop, you'll be able to get a discount.