Both are within 10 minutes from me and we prefer Costco. We used to have two memberships, but that was a waste, so we got rid of the sams one. Some things are a little better at one, and vice versa. I just notice little things, like the pizza is better at costco (both have an amazing 2lb block of extra sharp extra aged cheddar for 10 bucks. Its a steal. I havent been to sam's in a while, but I know costco has a big bag of macadamia nuts (tons of great deals on nuts in their kirkland signature nut jars), fresh salmon, brisket flats and packers, great coffee, 14 oz of tellicherry peppercorns for 4 or 5 bucks, and a ton of other stuff.
Costco also has kingsford comp briquettes on sale in the spring/summer.
Really, they're both good. I like costco, but if sams is closer, I might say go there.
I think costco has better meat sometimes, but I might just be biased inside my brain (I haven't done a comparison in a few years). Both have excellent meats and seem to be on par with each other in that respect.
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2001 Weber Genesis that is no longer used since the OTG