Things I like to buy at Costco:
Most of the things in their meat section are good. I particularly like their bulk packs of chicken thighs; $0.99/lb, about 12 lbs in a pack, divided up into pouches of four thighs. You can just freeze the whole thing as-is. I usually separate the packs with scissors before freezing, because it's uncomfortable handling them to cut them apart when they're at 0F.
Their steaks are good and reasonably priced; get a few packs of those, separate them, and freeze them.
They have good fish, too; I like the steelhead. Tastes a lot like salmon (related species), but isn't as expensive. I don't usually freeze fish, though, I cook and eat it within a couple of days.
They sell 50lb bags of flour; if you've got storage for that, and a bread machine, you can have fresh bread anytime you want. What I usually do is make 2lb loaves, slice them up, and freeze them: there's no preservatives in homemade bread, so you definitely want to at least refrigerate it if you won't eat it all by the next day.
My local Costco also carries yeast. If you buy the little packets at the supermarket, they cost like a dollar each, it's nuts. A 2lb sack at Costco is, um, I think it's under $15, will last for years in the freezer, and will make several hundred loaves. Just buy some butter and some sugar, and voila, that's all you need. (flour, water, yeast, butter, and sugar.)
Their frozen fruit and veggies are both really good. They haven't had them for awhile in my local store, but for awhile they were carrying these huge sacks of California strawberries, which were just awesome. They're the best strawberries I've had short of picking them myself. (The texture changes a little from being frozen, but I don't mind that at all.) What they've got right now isn't quite as good, just "Kirkland Signature Grade A Fancy Strawberries". They're inferior to the California ones, but they're MUCH better than the Driscoll berries in Tennessee supermarkets. (Driscoll strawberries may be better in other states, but they're lousy here.)
They've got big bags of a couple different kinds of nuts; I like buying the almonds, and roasting them up as a snack. (375F for 18 minutes in my oven, YMMV.)
They've sometimes got big jars of sun-dried tomatoes in olive oil. Wow, those are good. They haven't had them the last couple times I've been in, though.
Grab a big sack of rice; they've got lots of different kinds. I like the jasmine kind, myself, as it's got a nice flavor that regular rice lacks.