Best way to setup lists
I would make region and club to be Organization sub-type and make a relationship between club and region. 
So you can use the contact fields for the address info and url and if you need you can add custom fields to each subtype.

Then there are 2 options imo:


Create a membershiptype per club, where each club is the Membership Organization.
Create a custom field of type Contact Reference and add it to the Memberships, where you can select a Club for each membership


Both have advantages and disadvantages. I suggest you try them and see for yourself.