You can only Rent certain WGT Sets with coins. Some do this, but it is widely considered a complete waste. They are ridiculously expensive, you only get to keep them a week or so before having to rent again, and the clubs are not even that great to begin with. I realize coins are pretty much useless otherwise, but you'd be better off using them for entry fees into Coin Room games (in my opinion).
If you are dead set on doing it, go to Pro Shop/Clubs/Club Sets and look for the Coin M1 through M8 sets. M1 is only a Driver that is only marginally better than the starter and costs 2,500 coins for the week. M8 is the "best" set you can rent, contains pretty much all clubs including putter, and will only set you back 4,000,000 coins for the week.