Assuming you are talking about golf clubs:
The proper way to hold your iron clubs is by placing your left hand (for right-handed golfers) on the club in such a way that the V formed by your thumb and index finger points toward your right shoulder. Your grip should be firm but not overly tight, and your wrist should remain straight as you swing. You can adjust your grip slightly for different shot types - for example, holding the club lower down on the shaft for more lofted shots, or higher up for shots with less loft. Experiment to see what works best for you.