Presumably you are a Costco member so are familiar with the layout of the UK warehouses, well the ones in the US are almost identical from what I have seen. We have used the Costco up near the Florida Mall a couple of times. We were in a Villa so we bought water, juice for the kids, cans of coke, beer etc. for the fortnight and it worked out good value.
They also have the usual array of clothes, some worth looking at some not.
IMHO, you can't compare it to Wallmart, they are in different market segments, Costco have things in bulk whereas Wallmart have a much wider selection of individual items.
Both are worth a visit if you have time.