Bandai Golf gives you 14 clubs to use. Clubs can be switched using up/down on the D-Pad after choosing "shot" on the menu (or when the aiming cursor is flashing). What club(s) you are allowed to use depends on the environment the ball is located in (AKA, the ball's lie). Here is a list of clubs you are allowed to use based on the ball's lie according to the Official Instruction Manual.

Tee Shot - 1W 3W 4W 1I 4I 5I 6I 7I 8I 9I PW SW
Fairway - 3W 4W 1I 3I 4I 5I 6I 7I 8I 9I PW SW
Rough - 3I 4I 5I 6I 7I 8I 9I PW SW PT
Heavy Rough - 5I 6I 7I 8I 9I PW SW
Trees, Woods, and Bunkers - 7I 8I 9I PW SW
Green - PT

Each time you take a shot, the game keeps whatever club you used unless the ball lands in an area where that club's use is not allowed. In that case, the game defaults you to using the highest allowed club. The following examples explain this mechanic.

Example 1: Opening Tee Shot (1W) lands on the Fairway, the game switches the club to 3W. If it lands in the Rough, it switches to 3I.

Example 2: Shot from the rough (3I) lands on the Fairway. Club remains 3I and must be switched manually for a longer club (3W 4W 1I).

Maximum distance of a given club is also affected by the balls lie. A full power shot from the Fairway with a 3I, for example, will have greater maximum distance than a full power shot from the rough with the same club. For this reason, when attempting to putt from the rough just off the green, it is advisable to give it more power.

Being aware of what club you are using is is important for speedrunning as using the wrong club will either cause a bad overshoot or undershoot.