Most big cities in the U.S. have quality public courses that aren't horribly expensive. Near NYC, there's Bethpage (recently hosted U.S. Open) http://nysparks.com/golf-courses/11/fees-rates.aspx and near SF there's TPC Harding Park (http://www.tpc.com/tpc.asp?id=7&page=778 reasonably priced for SF residents). But yes joining a country club would be a year of your income.

Disclaimer: Never played either just heard positive things about both.

Edit: U.S. cities (no idea about elsewhere)