I've been a Costco fan for a while. This (SE Gilbert) Costco is the store we go to 99% of the time and have been going since it was built. There are a lot of good things about Costco but here are a few I'd like to share.
1. If you find the lines are getting longer these days and store is crowded, avoid weekends. Go on a weekday after 7.30 PM and more than likely you won't find the long lines.
2. Do not be shy to try samples. They want you to try them. :)
3. Use their "no questions asked" return policy (but please don't abuse it). If you are not happy with your purchase, you have a right to return it even if it has been 6 months. That's what Costco promises and you should enjoy and exercise that right. (Though, the guy who returned one year old socks with holes in it, needs to get a life).
4. Gas station opens early in the morning and is open till later at night (even after store closes). Keep that in mind and fill up during off-peak if you are passing by or live in the area.
5. Don't forget that Costco also offers other services like travel etc. Usually you will find better prices on car rentals and cruises etc.
6. The food court is nice where they sell high quality stuff in generous quantity at a reasonable price. Try it and you might be surprised. Don't discount it because it's "Oh! Costco Pizza?".
7. If you find a certain item has not been in stock for some time, ask an employee to look up when would it be available again. If it is not on the list, you can always make a suggestion.
There is one thing that Costco can do to improve the experience. They can implement the self scan service like Chandler Costco. That will help speed up the check out times. To their credit, they do have staff who will pre-scan items in your cart sometimes (when the lines get longer) and it helps a lot.