We are members of both Costco and Sam's. I only buy one thing at Sam's, their brand of glucosamine & chondroitin. It doesn't have any fish products.
We buy everything we can at Costco on their American Express. We get 4% back on what we spend on the card at the end of the year. Can't beat that, it's several hundred dollars. No matter where you use the AMX card it counts towards your 4%. I NEVER pay cash for anything, as I want that 4% less option !!
The main reason we buy only from Costco and Costco.com is the return policy. It's forever. 6 mths on computers. But forever on anything else.