BEagle:
MAC filtering requires the club to maintain the MAC address filter (lots of numbers to type!) whereas you can get similar basic security by hiding your SSID and use WEP128; this saves you from having to maintain a MAC filter (the client would need to set-up their WLAN to work with your WAP).
You need to consider why you want to restrict access to your WAP. Most simple schemes (including MAC filtering, hidden SSID and WEP128) can easily be circumvented with the appropriate skills and tools. If you only want to prevent neighbours from freeloading on your bandwidth then simple schemes will probably be OK; if there are other reasons to keep people out (or you have educated impecunious neighbours) then you need to look at some real security measures. If you don't have neighbours then why have any access control?
HFD