Warehouse clubs like Costco and Sam's Club can be hit or miss when it comes to saving money. In some areas, it's simply not worth the trip (I think one of the reasons Nate doesn't like shopping with me is because I walk around saying, "I can get this cheaper at the commissary/Target/HEB with coupons."). If you're using a warehouse club, do yourself a favor and steer clear of things like boxed cereals, sodas, detergent and other cleaning supplies. You really can get them cheaper somewhere else. The produce is also hit or miss because local grocers change their ads once a week, which means one week HEB is cheaper, the next Sam's Club is cheaper. It requires a lot of attention to detail, which doesn't happen with E, so I kind of use my best judgment (FYI - $1.50 for a pound of strawberries is a good price).
However, there are some things that I tend to buy exclusively at Sam's Club. Paper goods (because I'm too lazy to look for coupons/deals and we're very brand loyal) and some other items. I thought I'd share some of the "other items" with you since they're almost always a bargain at Sam's.
Vanilla Extract: If you look on Amazon, you can find this for about $10. At my local grocery store, it's about $6-7 for 4 ounces. This bottle, at 16 oz, is a steal in my opinion. I especially like to buy this around the holidays because I never have enough vanilla.