Mine have always steadfastly refused to attend any sort of holiday club. Downside I suppose of never having 'had' to as one of us was at home and we never had the money to do it or the need. Combine that with a big dash of healthy introversion and holiday clubs were ever going to feature!
Such was the dread of attending any kind of organised activity in the holidays that until quite recently I used to threaten mine with it if they started arguing on day one of the holidays (i.e. every holiday). 'If you keep that up I will send you to a holiday club!'. They soon knew I didn't mean it though, as the price of the things would generally cost more than a family holiday anyway.