Over time, golf clubs can become dirty, rusty and lose their original shine. This is especially true if you are not careful about how you store them.

TIP #1
Remove dirt and debris from the grooves. Then, use a cleaning brush or cloth with warm soapy water to get all the dirt, sand, grass, duck s@#t and other unmentionable stuff you've managed to get stuck in them on your golfing adventures. (I'm sure even Bear Grylls would be amazed by some of the places golfers have managed to get themselves out of while hitting that little white ball!)

TIP#2
If you are like most golfers, your golf clubs probably live in the boot/trunk of your car midweek and never see the light of day until 20 mins before your weekend tee time. I imagine you have also left them there many times when they have gotten wet. This will lead to a case of rust spots appearing on your shafts like zits on a teenager!
Have no fear; an easy way to get rid of them is to spray the shafts with WD - 40 and give them a light rub with some steel wool. They will come up looking like new.

TIP#3
You need a grip on two things in golf, the ground and your clubs.
If you have to hold onto your golf clubs tighter than a hang glider without a harness, it's probably time to clean your grips.
A good scrub with warm soapy water followed by drying with a clean towel will do them wonders.

TIP#4
Once you have done all the above, it is a good idea to have a towel on your bag to clean your clubs and get into the habit of wiping the clubface clean after every shot. You will then not have to go through significant cleaning sessions again.