We have a Sam's card (used to have Costco, which I liked much more, but there is not one near us.

) We couldn't live without our club card.
Do you have a large family? For us, that is why we need it. Our preteens will eat an entire bag of grapes in one sitting. I need bulk.

We don't have to worry about not finishing that huge container of cereal….we will.
I buy meat, eggs, milk, flour, sugar, cheese, yogurt, soap, TP, etc. I even get our kitty litter there. I do save more then in the grocery store. Esp on things like granola bars, or goldfish for the kids' school snacks. I used to coupon like crazy and try to get food that way, but it was very time consuming and I still only got one box of 6 granola bars at the "cheap" price (which my kids ate in a day). Just makes more sense for our family to go with the club.
If you have a party you can't beat the platters of food or the cakes that are already made up. Makes birthday's more affordable.
Also, you can occasionally get great deals on other things, like furniture. We bought our swing set at a club and have been VERY pleased with it. It was several hundred less then anywhere else we looked for the exact same name brand swing set. That alone paid our membership price.
Good luck, I think you will like BJs. We debated between Sam's and BJs when we moved here. We went to both before deciding and I kind of liked BJs more but it was just that much further from our home that I went with Sam's out of proximity.