I just flew back and forth this weekend from JFK-RSW with my girlfriend. Each of us had our clubs with us and we checked them as our only bag. We did not pay anything additional. I think that while technically golf clubs are oversize, they rarely if ever charge extra for them -- at least that has been my experience with JetBlue.

I will also say that I've slapped a UPS label on my golf travel bag and sent it ahead in the past. It arrived just fine. It only costs around $20-$30 if the bag is light, and then you don't have to deal with lugging it through the airport and waiting around for it. Any decent hotel would hold it for you pending your arrival, and you can pre-print a return label before you leave and then just drop it off at a Mail Boxes Etc, Staples, or other local dropoff location on your way to the airport for your return.

Jonahan