I've never even been in a Sam's club as there just are not that many in the state. I've been a Costco member for many years, the gas savings alone more than pays the membership. Locally I find it to be $0.30-0.50 / gallon cheaper or 10-15%. I'm only about 2 miles away so about the only time I go anyplace else for gas is when I go out of town and go past one of the Indian casinos where gas can be as much as $1/gal cheaper.
I used to buy my tires at Costco as they had some of the best prices on good brands of tires.
The issue I ran into is long wait times. Not a big deal for new tires, but Big O can usually get me in for a tire repair as a drop in. At Costco it can be a few days to get an opening.
Costco has gotten a lot better about the bulk. They have come a long way since Seinfeld.
They've mostly dropped the big commercial size cans for packs of normal size cans. Fresh food has come down to sizes appropriate for a family of 4-6 instead of being able to feed a Boy Scout Troop. I can remember my Mom buying flats of fruit, like 24+ apples or peaches. Now they sell smaller bags / boxes with like 8-12, and 1-2 pound containers of berries instead of 10-12lbs.
Price Club and Costco were separate companies, they merged in the 1990s. My Mom had a membership at both since we had one of each, and they were close together.