We have both. My husband got the membership recently for Costco but we've been SAMs club members for years. It's closer to our home. Personally, I find the meats and fish tastier at Costco. The vegetables too. The red pepper and asparagus a lot better than SAMs club. I do a lot of sautéed dishes My DH bought a tres leches cake that is excellent. He's bought it 3xs he likes it soo much. Not too sweet tasting. Plus the milk is cheaper. But we keep the SAMs club membership since it's pretty close to my house.
I can only hit it during peak times and mine almost always has all lanes open and lines are usually numerous customers deep. I wish we had self checkout or an express lane.