My faves and prices (noting that pricing is regional):
I like their 2 lb. frozen, raw/tail-on 31-40 shrimp for around $11.89. It doesn't have that chemical preservative (can't remember the name) that other frozen shrimp have either. I know sometimes there are sales on "fresh" shrimp at our local groceries (I say "fresh" b/c they're still previously frozen) for a hair cheaper a pound, but it would cost me the difference in gas to go pick it up rather than just having it on hand

and I'd have to eat it that night since you really don't want to refreeze "previously frozen" seafood. I love the convenience.
I used to like Costco's frozen ground beef, 91/9 (before anyone says anything about beef chubs, these are the same beef that you buy fresh in the meat section). But they just took a HUGE, seemingly overnight, jump in price from around $2.10/lb to about $2.80/lb

I'll definitely be looking for grocery sales from now on, though I really, really hate having to vacu-pack
I like their large container of feta for around $4 (as opposed to $2.99 for that tiny Athenos container you pay at the store). In fact, I have a great shrimp pasta & feta recipe that I can use my Costco faves for
When I want Hebrew National beef hot dogs (can't stand the cheaper "melange" hot dogs), I buy them in bulk at Costco. At my grocery store they're $3.50/pkg, at Costco it's 4 packs which come to about $2.50 each. Just toss them in a freezer, pull out a pack at a time to store in the lunch meat bin.
Pork tenderloins, four to a package (2 sealed packages with 2 tenderloins in each). $2.99/lb. Not seasoned (gack, can't stand the taste of the package marinated tenderloins!)
Large, yummy rotisserie chicken for a quick dinner; HUGE pizza for $10; gallon milk for $3.29; frozen bags of chicken; Ozarka bottled water -- 35-count for $4.29; Kirkland Scent/Dye free detergent; great wine prices; good prices on organic canned tomatoes, all varieties; good whole pineapples for about $3. In our area, we're also lucky enough to get 2 lb. bags of Ruta Maya coffee beans for the same price it costs for 1 lb. in other stores

And of course, you can't forget the cakes

Oh yes, and at Christmas time they have really neat gift-baskets for a steal. Great for those business gifts or the "oh god, ---- is coming to visit/having a party/gave-me-a-gift-unexpectedly"