Clubs are....well, clubs. They have rules, spoken or unspoken, and ways of deciding who's "in" and who's not. The danger is, especially if you are not very confident and/or just beginning, they can be undermining, if you don't fit. You are much better off finding a few people whose judgment you respect and trust. Then, test the water in the "real" world if you want wider feedback. If you're joining one already in existence try to find one where the emphasis is on supporting each other in finding you own voice rather than fitting in to some group idea of the norm. To be honest I'm well off any sort of club mentality, however, I think finding people with whom you can foster an atmosphere of creative support and encouragement can be invaluable. After all none of us - or almost none of us - can work, or wish to work, in a vacuum.
As for my own experience - about ten years ago I did meet with some people (through a part-time course we had done) regularly for about a year and that was invaluable experience for me. No competitons, but we worked on individual projects. It didn't lead to work, but it gave me the interest and confidence to study photography formally a few years later.