We don't have a Costco in my city, but I have been there and liked it! I think Costco and Sams have diff stuff, so in a perfect world I'd have memberships to both =)
We have a Sams card. Saves us on gas, some bulk groceries, junk we dont need but think we do as we wander the aisles, chicken and beef, paper goods, medical stuff like tampons and pads =)
I also find it VERY helpful when hosting a large event, like my wedding! We catered it ourself with almost all Sams stuff. Also do showers and partieis with their stuff...
Get a guest pass to any membership clubs in your area and compare costs, items, and see how you like it. Remember that htey change their merchandise alot, so you'll just see a bit of what htey have =)