Do you know how far you usually hit your 8-iron, 5-iron or sand wedge? If not, you're just guessing when choosing a club for an approach shot.
One way to determine your distances is to visit a driving range – preferably with real grass rather than synthetic mats – that has large yardage signs placed at several spots between 50 and 250 yards. Since the teeing area for grass ranges is moved regularly, make sure the signs are accurate. (A laser rangefinder is a great tool for this task.)
Start by hitting your shortest iron, like a lob wedge, directly at the nearest marker, paying close attention to how far short or long the ball lands from the target. Follow this procedure through the set, taking aim at more distant targets as the clubs get longer.
There's a little guesswork involved, since you won't hit every shot in a direct line with the target and can't measure exact yards, so make plenty of repetitions with each club. Try to note the difference in distance between solid shots and those hit off-center.
Handheld golf GPS devices,, which allow you to measure the distance from where you hit the ball to where it lands, are handy for this as well. An uncrowded day on the course is a good time to check your yardages with GPS.