We have 3 Costcos each within about 70 miles of us (Wenatchee, Yakima, and Issaquah) and I think the membership is worthwhile; agreed they don't always have the cheapest prices on everything, but it does save me a lot of time and multiple shopping trips to get the best deals.
Things we buy regularly are: tp, olive oil, cooking oil, sugar, coffee beans, hamburger patties & buns, charcoal, milk, 1/2 & 1/2, shredded cheese, potstickers, ibuprofen, frozen berries, and PUR water filters come to mind.
They also have very good values on some household goods & furniture. We've been shopping for a recliner chair for months, and I finally found one at Costco last weekend for $325; it's very nice (I gave it to dh for an anniversary present). Car tires are another good thing, and they offer free rotation for life. If you have a need for any higher-end furniture or housewares they have good prices on some pretty fancy stuff (to rich for my taste but nice nevertheless).