Introduction
There is one sound way to hold a golf club.
But there are three slight variations which depend on one small thing - your little finger.
Where you put it is up to you and largely depends on what feel comfortable though a professional is the best person to advise you on what suits your game.
Overlapping grip

This is the grip most players use. It is so called because the little finger of the right hand slots into the groove formed by the first two fingers of the left hand. It provides a flexible yet firm connection between the two hands to ensure they act in harmony. It is also known as the Vardon grip, after Harry Vardon, the famous English golfer who introduced it at the end of the 19th century.
Ernie Els is one of the many Tour players who hold the club like this.
Interlocking grip
The interlocking grip is the one favoured by Tiger Woods.
It is also favoured by golfers with small hands. The little finger rests in between the index and the middle finger as with the overlapping grip but this time the index finger pops out.
Baseball

The Grip
Basic grip
TOP HAND
Whichever style of grip you use the procedure for getting hold of the club is the same.
Let your arms hang naturally. Place your palms on either side of the grip so they are facing either other. It is tempting to tense your hands around the grip, especially when attempting to hit the ball a long way. But top players grip the club lightly in their fingers rather than their palms.
Step one

Lay the grip of the club diagonally across the palm of the top hand, your left hand if you are playing right handed. The grip should be nestled in the crease where the fingers meet the palm. The back of the hand should be facing the target. Many players extend their index finger down the grip slightly.
Step 2

Close your fingers around the grip. Feel the end of the club resting against the fleshy pad in the palm of your hand. Curl your forefinger last.
Step 3

Your thumb should extend straight down the grip but slightly to the left of centre.
The tips of your fingers should just touch the base of the other palm.
If they don't meet, your club's grip may be too wide for you, and vice versa.
BOTTOM HAND
Step 1

Bring your right hand onto the club.
The palm should face the target.
Step 2

Close your fingers around the grip. As you lock your hands into place, your forefinger should cock up slightly to form a 'trigger', rather than wrapping all the way round the club like your other fingers.
Step 3

The V-formed by the thumb and forefinger on your right hand should point up to your right shoulder. As you look down you should be able to see two knuckles on each hand.
You are now ready to hit the ball!