Wow it's expensive to get your Restricted PAL in Ontario. Out here it's $160-$195 for the 2 day course including books, $60 for the application.
You don't need the gun club membership to get the PAL, you need it to get the ATT when you purchase the gun, otherwise it's useless for you to have a gun that just sits at your house because you can't take it anywhere. Most good clubs usually wave the membership fees as long as you do their introduction to their range course. Couple hours around $80 here.
To challenge the exam, in BC at least, you have to write the exam at a licensed training facility to prove that you know how to handle the gun, so it's not as simple as untrained, new shooters getting it.