We only belong to Costco, so I cannot compare it to Sam's. I just wanted to make a couple of comments.
If your Costco has a gas station, you cannot beat their prices.
Also, you might consider splitting your membership with someone to save money. You can get two cards, so my sister and I split the membership and each take a card. If dh needs to go, we just go together with my card. He goes with my card by himself to buy gas.
They have a lot of great deals on food, books and tons of other items. But you do have to know your prices (example: they carry Kleenex tissues, but I can get them much cheaper by just buying when they are onsale at the grocery store, especially if I have a coupon).
You have to be strong

You'll go there to buy food, but find the cutest little disney outfit for your daughter, etc. You can end up spending lots more on the "great deals".
Costco does not take manufacturer's coupons. I believe BJs does, but not sure about Sam's.
It is definitely worth having the membership though.