Most pros do not play on the various tours. The next best thing to joining a club is to be a member of a golf society. Society members usually share a trade, profession or employer in common and are managed by an elected secretary. The secretary is responsible for organising events and keeping members informed. Societies stage competitions amongst it's members usually on a selection of courses throughout the year.
Clubs are eager to attract societies to their course as the fees charged can be quite substantial.
The best thing about societies is that they are relatively informal and particularly suit the occasional golfer from a cost perspective. It is not necessary to maintain a handicap through affiliated club membership yet one still gets the opportunity to play in competitions and enjoy social events. Of course, club and society membership are not mutually exclusive. If you are an occasional golfer and can't be bothered with joining a club or society then you can still enjoy golf. Many clubs are happy to accept visitors without a handicap certificate.