As Chuck mentioned, I'd recommend checking with Fedex. I've looked into it, their prices are about the same as letting the airlines do it, but without the prying eyes of the TSA and you have the benefit of being able to lock your bag.
Even if it is a couple hundred bucks, at least you have YOUR clubs. You'll probably be more relaxed and play better being able to pull your trusty clubs from your bag.
I always use a TSA approved lock on my club bag when I fly. It may not stop the TSA screener but it keeps anyone else out of it. And as mentioned I also stuff/wrap other items like rain pants etc around the club shafts at the top. And most importantly I use the ClubGlove club protector-- ALWAYS. A great $25 investment.