Shipping Golf Clubs

Does anyone have any experience with shipping a set of golf glubs overseas?  Is it cheaper to ship via one of the standard companies (i.e. Fedex, UPS, USPS, DHL) or to buy the special bag and take it on the flight?  Also, if you take it on the flight, does that count as one of you're checked in baggage allowances?

Is this special bag expensive?  Because you could also just bubble wrap your golf clubs really well and put them in a box.   

You will be charged as having an extra piece of luggage.  It depends on the airline, but it will probably be around $60. 

Modified to add:  You will be charged as an extra piece of luggage if you've already got 2 pieces.

airlines vary a lot on this, so you have to read their luggage regulations carefully.  My husband brings golf clubs whenever we come to UK.  Recently we have been flying Virgin, partly because you can take golf clubs as an extra piece of checked luggage (in addition to the 2 checked bags allowed) and they charge only half the fee for an extra bag for "sports equipment," which is only $50.  He acquired the golf club travel case a while ago, and it has been a worthwhile investment.

I bought a cheap zip up bag golf bag cover and took them in lieu of a piece of luggage. No extra charge. Check with your airline to make sure.