If you mean the place where golfers buy memberships and meet to play the game and have a drink afterward, that kind of Golf club is also called a country club.
If you mean the actual metal-headed clubs themselves--the tools that they swing to hit the ball with-- then I don't know another name that applies to all of them. But some of them can be grouped into different categories, because within the family of "clubs" you have "drivers" and "fairway woods" and "long irons" and "irons" and "wedges" and "putters."
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There really is no other name used, clubhouse is the only one that is used. If refering to the bar, it is known as the 19th hole.