XFrequentist comments on More art, less stink: Taking the PU out of PUA - Less Wrong
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It's pretty expensive, and only mediocre exercise. It also demands quite a bit of training before you're good enough to have much fun (so it seems to me).
I spend a reasonable amount of money on staying fit (about $2K a year), but most what I pay for is intended to bind my future self to hard work (team sports, fitness camp, kettle-bell course, etc.). Golf doesn't qualify.