The best time to take pictures of your favorite golfers is while they are practicing on the driving range, putting and chipping greens, or walking to and from from the official scoring tents and between holes. Don't be surprised if some of the players have security staff with them that don't allow much access while they are walking. Safety for the players is their first concern.
Even if a player is practicing, being considerate is important. Having a camera in a golfer's face while he is trying to putt is rude.
Finally, even on practice days, try to turn off the sounds that your camera makes when taking a picture. Even when they are practicing, it is distracting to hear all those beeps during a swing.