I,ve bought several sets and many individual clubs back.
Most airlines carry a set of clubs and shoes as one peice of baggage, flight bags are very reasonable.
In my experience Customs (at Gatwick) are very aware of the golf club bargains in the USA and I tend to get pulled on every return (probably due to my bright red Wilson probag flight cover
.)
I have had several DIRTY clubs examed and they can normally tell its newish by wear on the grip, then its up to you to prove where you got them from.
That said if you visit the BIG Special Tee or Edwin Watts shops ( on I drive and all over the place) they are very experienced in writing receipts that satisfy UK customs, ie part exchanges and shop soiled sale goods etc
Another place for the odd bargain ( got a great set of Mizuno clubs a third of the UK price) is the Sports Authority ( 192 and up by the Fla Mall).
Theres a golf discount outlet store up on I drive past Wet n Wild, they sometimes have some bargains in amongst the end of line stuff.
And believe it or not, K Mart and Wal Mart often have "special" sets on sale, my DW got a fantastic full set of Wilson clubs and bag etc for $120, £200 over here!
HTH's
DAve
(who hasen't been able to play since last summer as I have a dislocated knee cap !!)