Our only options are Costco and Sam's. We are currently Costco members, but we've had Sam's memberships in the past. We're truly mixed with our preferences.
Sam's
We joined Sam's when we moved into this house (had been without any membership for a while). We had considered Costco, but Sam's was a little cheaper and we'd had good experiences with Sam's in the past. We had our products we liked and knew they'd be there with each return visit. This was a brand-new Sam's and they stocked a wide array of options, so we got our favorites and some nice variety on top of that. It was nice because sometimes you just want cheese and don't need anything fru fru and gourmet, but sometimes you also want fru fru gourmet and they had that too. Our nice new Sam's was one of the ones that closed when they started scaling back stores. I don't think it was open for more than 6 months! We were then stuck with a Sam's that was older, much farther from the house, and in a not so nice area. This is when we learned that Sam's stocks stores based on location. This inferior Sam's did not stock all of our favorites which we attributed to store location, so we ended our membership when the renewal date came up.
Costco
Costco is closer than the bad Sam's and about the same distance (in the other direction) as the good Sam's. Costco gets some really great options, although many are pricier than things we'd pick up at Sam's. We've also found that they carry fewer staples and often have to go with fancier options or just go back to buying these things at the grocery store in smaller quantities. The big issue is inconsistency. When you find something you like, you probably want to buy it again in the future. Unfortunately, Costco is like a pot luck. You never know what you're going to find when you go in, and it's highly likely that whatever you liked from a previous visit will no longer be in stock. It could be months before it shows up again...IF it shows up again. Even more basic things like cases of soda vary in availability. I might be able to get Diet Coke and Dr. Pepper this week, but in 2 weeks, there could be none. We've talked about ditching the membership, but it's still helpful for things like meat, cleaning products, toilet paper, and eggs. I know tires and travel are also popular aspects of the membership, which we may use at some point in the future.