Do both. Unless you're golfing everyday you should still have time to get to the gym 4 times/week or so. The main issue with golf isn't the physical requirements (unless you're walking) it's how much time it takes to play.
I think in the end it does depend on what extra recreational activities you're doing. If I'm planning to golf, I won't think twice about working out prior to going. On the other hand, basketball I wouldn't do on the same day as legs and surfing I wouldn't lift at all the same day.
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