Sams Club is like the poor cousin that Costco never wanted to introduce. The truth is that Sams club has great products and is slightly cheaper than Costco, I'm a fan of both.
Costco tends to have higher end products, Sams tends to have great generic brand names at very competitive prices. I have a membership to both and like yo yoing back and forth between the two. Costco is excellent with it's organic products, pretty hard to match, of course the sampling is kick ass.
If you want to save some benjamins, it's Sams, if you want quality products at great prices it's Costco, both great places, servicing two different needs.