There's a GolfSmith up near Millenia Mall. There are golf shops all over the place around here.
My DH had a set of custom clubs made based on his swing at a shop next to the Publix at Kings Gate in Clermont (the one right in the Publix Plaza, not next to Blockbuster) and they were very affordable--I want to think the set of irons and woods, plus a putter, bag, shoes, and some odds and ends was under $600. He loves them because they were designed for him and they have improved his game. They aren't "PING" quality, but he only plays a couple dozen times a year, so they're perfect for him. It took about a week from teh time they "fitted" him until they were finished IIR.
There are pro shops at the WDW (and most of the local) courses, but DH says they are very expensive.