Meat (better quality than normal grocery stores, and we like to buy big tenderloins or tri-tips and cut our own steaks)
Milk
Butter
Eggs
Bacon
Bagged shredded cheese
Produce (potatoes, strawberries, bagged salad, fresh veg, etc)
Coffee
Snacks for the kids for school
Canned veggies and tomatoes
Pasta, rice, etc
Pancake syrup
Organic boxed broth/stock
Microwave popcorn
Trash bags
Household products like toilet paper, cleaners, etc
Prescriptions (I take 2 meds monthly for my seizure disorder and the savings are HUGE! A $45 Rx at Costco is $250 a month at Walgreens - literally - I checked.)
We totally get our money's worth out of our Costco membership, but then we feed 5 in our immediate family, plus spares (friends, teenagers, etc)