Costco rocks! I always find great stuff here, and the company is constantly bringing in new items to keep members interested. My only complaint is that they've been out of macadamia nuts for months now!
The membership is definitely worth it for what you end up saving. Coupons are mailed to your house, but cashiers usually scan them for you, so you get the discounts even if you forget to bring them with you.
Your membership is also good in Canada!