A few reasons to have a website for your business.
It can attract potential visitors to your club.
It can provide information to current customers.
I like to view and compare products / facilities / opening times online. When I look for services I always look for a website and compare various businesses. If a business does not have a website, or it is poorly presented, this affects my view of that product / business.
It can save you time and advertising costs.
You can advertise special offers and events that are taking place at your club.
This saves you advertising in local papers and doing mail shots. Update the site once (or use twitter / facebook) and all your customers can see it.
As to cost this depends on what you want your site to do for you. An e-commerce site is generally more expensive. A site that is for informational purposes and which you might wish to update yourself can start from as little as £200. Ongoing Search Engine services will also cost but so does advertising and so does lost custom!