ummm ... Kauai most certainly does have Costco and Wal-mart - we stock up there all the time (and fill up gas at Costco Gas) when we visit Kauai.
In general, Kauai is more rural, more rustic - not much in terms of nightlife. If you want nightlife in terms of clubbing/lounges, you're looking at Oahu and Maui (in that order). But I think of Kauai as a more back to nature, laid back type of vacation, Maui as being a more touristy, active type of vacation, and the Big Island as having the volcano(s) and very high end hotels (and a few cheap ones).