Most airlines will only gaurantee your clubs to be delivered in one piece if they are in a hard case. Sometimes, United asks you to sign a waiver if yours are in a soft case... which I have.
I have no doubt that a hard case will protect my clubs moreso than a soft case, but I take my chances. My clubs go with me just about anywhere I go (read: they travel A LOT) and I've never had a problem with the soft case. If you do get a soft case, don't skimp... get a good one. Good ones can be had for under $100. Don't be REAL skimpy and get one w/out wheels.
One word of warning about hard cases... obviously, they don't collapse. Make sure it fits in your trunk. I've picked people up with hard cases and they wouldn't fit in my Taurus rental's trunk. They were relagated to the back seat and even then, was difficult.