We go to Costco frequently. We're those weird people, in line among people with pallets laden down with hundreds of water bottles and 600 rolls of toilet paper, and we're just holding two small items.
What we buy all the time: authentic Parmigiano Reggiano cheese. Costco sells the real thing, imported, stamped on the rind, for less than half the price of the same thing at Whole Foods or other stores. We also buy Prosciutto di Parma, the real imported prosciutto. Again, less than half the price per pound than at the Whole Foods deli department.
Also, our 2013 SUV has nitrogen-filled tires, not regular air tires. Many later models have nitrogen-filled tires. Costco has a nitrogen air pump (not for direct use by customers - the shop guys do it), and even though we did not purchase the vehicle from Costco, or the tires either, Costco will top off our tires with nitrogen for free. Garages and mechanics or dealerships can provide nitrogen for tires, but sometimes at a cost of up to $15 per tire. I've had my tires filled twice at Costco and figure my savings on that is more than the cost of our membership. I don't need an appointment, I just pull up and they fill my tires from the special, separate, nitrogen pump.
The photo department is another huge savings. I do digital scrapbooking, and the price of a 12x12 page at many photo development shops can run more than $25. Costco's price is less than $3. I upload my photos digitally to the Costco photo department. I can get enlargements, scrapbook pages, regular photos, Christmas cards, for ridiculously low prices.