The right way in this case is the way you're doing it, since the whole SQL query is known and static.
You are not required to use Zend_Db_Select
to build queries procedurally. In fact, it's often more complex and less readable than just typing out the literal SQL query.
Use Zend_Db_Select
when you need to build a query procedurally, based on variables and logic in your application code.
But to answer your question, this should work:
$select = $db->select()
->from(array('c'=>'clubs'))
->join(array('p'=>'club_photos_default'), 'c.id=p.c_id')
->group('c.id');
$this->q->fetchAll($select);
(Assuming $db
is an object of Zend_Db_Adapter
.)