Like Karen, we only have Sam's club here. I used to go to Costco when I lived on the east coast. I think I like them better.
We buy some things in bulk, but don't go there very often. I buy laundry soap, gum (we are big gum chewers), bisquick, toilet paper, slim fast, and a limited selection of canned goods. Most anything perishable goes bad before we have a chance to use it.
I still like to go there, though, as it saves me money overall- and it's not any further than my favorite grocery store.