If you look carefully at the updated map, you will notice that the most southern clubs are the cheapest. The reason is that it is far harder to run supplies to those locations and generally do any missions. That's why the cheapest club in the After Hours DLC is the one on the Elysian island.
However, there is a club that is both super cheap and can be a good spot to buy, if you're short on cash. And that's the LSIA club. However, in order for this location to work, you first need to have the Exceptionalists Way and Greenwich Parkway properties. These will make car transfers into an easy way of making lots of money.