I have a BJ's and Sams membership.

I shop at each about 4 times a year and I do save a lot of money.
Some items are cheaper at one store and others at the other.

BJ's is great because they offer store coupons plus you can use manufacturers coupons. Yesterday I bought a package of cotonelle toilet paper and between store coupon and manufacturer coupon, it ended up being 7$ off.

I usually stock up on:

toilet paper
paper towels
dog treats
bottled water
peanut butter
olive oil
animal crackers
dishwasher detergent
handwashing detergent
toothpaste
femminine products
meat
frozen veggies
frozen fish
EVEN eggs.... so much cheaper than even walmart.

I have also started buying diapers there too.
They are a lot cheaper that way.