Wow, these days you don't even need to go into a golf store to buy golfclubs or accessories. Pretty much any golf related thing you can think of is available for purchase through online golf stores, except maybe for golf courses themselves (well, courses in how to play golf are also readily available through internet stores).
You can often get a better deal through internet golf shops than their brick-and-morter counterparts but of course you can't try out any of the merchandise online, though there's nothing from stopping you from trying things out at a local golf shop then buying online, or asking the local golf store to at least match the prices you've seen advertised online.