Go to your local golf course pro shop and ask the golf pro to help you. Most pro shops I know will let you take a few clubs out to the driving range and hit a few to get the feel of the club. The pro can also look at your swing and tell you what clubs are better suited for your game. Every set of golf clubs is different, so what works for one person doesn't always feel great for the next person. I am willing to pay a bit more to buy when I can try them out vs. buying them online. The only time I would buy a club online was if it was a replacement of the exact same club.
I have found dealing with the local pro shop I get better deals than I ever got at Golf Galaxy or any big box retailer. You are looking at the right time because many pro shops will be looking to clean out their 2011 inventory to get ready for 2012, and are willing to wheel and deal. I bought a new bag last year toward the end of the season was marked $120, golf pro sold it to me for $40 because he could work deals on pricing. Your salespeople at the big box places can't wheel and deal like the local pro shop.