I have past personal experience with Costco, not the others. Haven't shopped there for five years though so can't say what it is like currently.
It is good if you can control yourself and stick to just your shopping list and no other purchases. I usually end up spending way more then I intended to because I see other bargains I can't pass by. Paper products are a very good bargain there, as are meat and canned pantry items.
If you are single, with limited storage space, one of the best things to do is partner up with a friend or two and go shopping. When you get home, split up the items and costs.
I'll be listening along with you on info on the other stores.
About 5 years ago, the membership fee at Costco was $35. Don't know what it currently is.
Even for me, single and limited storage space is great IMO. Heck just for the optical, I got a gorgeous pair of glasses, progressive lense, UV, everything for $150. It's fun to graze the free samples. I think membership is $45 now, well worth it.
Samrt and Final is great if you just need a few items and want to get in and get out. Their store brands suck though whereas Kirkland (Costco) Brand is as good as the name brand. I got some "fake" UGGS tall boots $150 at Nordstroms for $35!