I've never used Costco as the one place I go for everything. I have a list of stuff I buy there and because its in large quantities, it lasts for several weeks. I have other stuff like fruit and deli meat I get at the local grocery store and some things I get at Aldi because its cheaper than both my local place AND Costco.

You just have to know where to get the best prices for the stuff you regularly buy. Once you do that, you realize there isn't one store with all the best deals, you have to mix-n-match to really save money.