I just buy them from my eye doctor. One-stop shopping and the service is great. Once, I opened a new lens and it was ripped / defected. My eye doc gave me a box of what he calls free samples for my trouble.
Plus, when I order lenses from him, he tosses in a bunch of saline solution in various sizes as he knows I travel a lot.
I think the prices are the same as CostCo. At least, they were when I compared prices three years ago.
But, I've heard many people who love the convenience of online shopping and as long as you make sure you are getting the correct Rx, more power to you.