What I do is buy what I need and yes, I do compare vs. what I would spend at our local grocer.
On occasion, I will buy the Philly Crm. Cheese from Costco which is $5.45 for three/four pounds. In the stores, an 8 oz. chunk is almost $2.50!!! Milk at Costco and eggs most definitely is cheaper than our local grocers.
I don't usually buy my non-food items from Costco as I have found them cheaper at Wal-mart of Target.
Butter 4 lbs for 6 bucks! Can't beat that. They do pretty good on tires too.