Mike,
Crazy to say that you were more thenlikely receiving a jolt of eddy currents that were more then likely a result of the atmosphere around those high transmission lines. If you would have had a florescent tube on you, it would have also been glowing to some extent.
Simply put, you were a conductor and those crazy protons were being attracted to all of the crazy neutrons on/in/around you. They look for the path of least resistance, to ground, and in this case it was through your golf club with the worn grip. Depending on the situation, it was more then likely static, enough to give you a quick zap.
Back to the construction side.
I have done a lot of duct bank in my career. This is the type of installation of conduit (Pipe) in the ground, and surprizingly the installation of conduit in the gorund is pretty speedy. The cost comes from the cost of the concrete vaults that have to be buried underground (set) that are, depending on the size of the transmission up to 20' long x 10' wide x 12' deep.
Trenching has to be dug anywhere from 4' to 12' deep, and that requires operators on track hoes and back hoes. Another factor is that you have to have surveyors out to plot the site; Dig Alert come out make sure that all utilities don't have lines where you are digging.
All of these vaults will have ground rods sunk and everything that is steel inside the vault from the stanchions which the wires sits on; the ladder which allows access into the vault, as well as the outer ring of the manhole, has to be grounded to that grounding system.
All of this takes time, and of course with anythign underground, it requires some stand around time while either trenches are dug deeper or vaults are evacuated for fresh air. You also have to have a man hole watch with tri-pod and a manwinch; an LEL and Oxygen sensor to determine that anyone that is in the vault working is safe.
When all of the conduit has been installed, hopefully before back-filling of the trenches is complete (Just in case there are any obstructions) all of the conduits are checked for being clear and pull lines are installed as per power company specifications.
It may sound simple, and it ultimately is, you still have a lot of labor around while doing it.
$2 million to do Caves Valley? (I thought it was across a couple of fairways and then off site.) That sounds high, but if the site is clay with all sorts of rock, it is very much a possibility.