I like both costco and amzin alot. I buy alot of stuff at costco that I don't like buying online (like large tvs, and things I that are likely to break or be returned).
I like their food section as well.
Costco is one of my favorite stores in fact. Highly recommend their memberhsip - or if you just want to go occasionally, try out the gift card method as metnioned earlier. You can buy their gift cards with a visa/amex/mastercard @ costco.com.