Ask friends and family. Maybe grandpa George or uncle Ernie has a set of clubs stashed away in the garage that haven't been used in years and would be better off in the hands of another family member. Talk to friends whose kids might have outgrown an old set of clubs.
Look online for freebies. Craigslist.org is a great place to find free stuff. Look in your local paper's classified under the "For Sale" category. You'll find a "Free" subcategory where you might find a cost-free putter, driver or a full set of clubs.
Go to the grocery. Most grocery stores have bulletin boards in the exits where anyone can post a notice for a week or more. Let folks know you're looking for a set of clubs and hope a generous soul is willing to pass on a club or two to you.
Make a trade. You probably own at least one thing you no longer want but someone else might. Set a value on it and offer to trade for a golf club of equal worth.
Buy one club, get the second one free -- almost. Many golf club manufacturers run deals in which if you buy one club at the standard price, you get a second one for $1. Although that's not technically free, it's close enough for most folks.