Don't know what the groceries are like in your area but I get a lot of deals at Costco that AFAIK can't be beat around here. Of course, even if they can be matched or beat, the fact that in one trip to Costco I can score all those things makes it more than worth it to me, and I don't share a membership.
There is a very limited subset of items that get my attention there. I seldom walk through the place checking everything out, I come with a list, grab my stuff, find the shortest line I can and split. Mostly I get food items.
I never used to buy their fresh fruits and vegetables but they've gotten a ton better on that in that Costco has (at least where I am) gone heavily into the organics. I almost always stick with the organic produce. I get deals on that that can't be matched in the local stores. However, I pick and choose, just a few things and recently I go every 2 weeks instead of the every 2 months I used to.
I've gotten a lot of non-food items at Costco over the years that have been good or at least decent deals. Some that come to mind:
Batteries
A plug in tire inflator
Pole saw
Golf cart
Golf gloves
Tires (they're regarded as a very good economical source of tires, I get them on sale)
Gas (close to the best deal around here, almost always gas up there)
Garden shears set
Compressed air in cans
Windshield wiper blades (on sale)
Automotive oil (on sale)
Computer paper
A great blender at a great price
Toaster
Toilet paper
Shampoo and conditioner
Oxiclean non-chlorine bleach
Some clothes
Did you at least stuff your face with all the free samples?
Yeah, and those. I never leave there hungry and I rarely patronize the for-pay food lines (i.e. pizza, etc.).