I have been fortunate enough to play quite a bit internationally and my best tip is to use credit card points to cover the cost of flights and hotels so you can splurge on the golf.
Using the signup bonus from just one or two credit cards, you fly in business or first class to Europe for just taxes and fees (usually <$200) while getting a good nights sleep in a lay-flat seat!
When you fly using points/miles, your bags are typically free so you don't need to worry about shipping your clubs.
My most memorable flight was between Abu Dhabi and NYC where I flew in an Etihad first class suite which includes a bed and shower (yes, a shower on an airplane). My total cost for this flight was 115k American Airlines miles + $62 in taxes (for a flight that would cost over $10k cash).
While in UAE, I was able to play Yas Links, Saadiyat Beach, and Jumeirah Golf Estates (home of European Tour Championship), in part because of the money I saved on the flights.