I sign up for any store offered clubs, even the grocery stores like our Publix. Once you get on the mailing list you do get advance notice of sales and surprise high value coupons in the mail. Also, I use my BP gas card to get discounts on gas and cheap car washes. I purchase as much as possible on a credit card to get the rewards. Last year I got back $2,200 from credit card rebates. When a person searches for a bargain on a regular basis, it becomes so second nature, you don't even think about it.
The benefits of buying a membership at a big box are dependent on a number of things. Small businesses, for obvious reasons would benefit the purchase of items in bulk. It is more cost efficient. But, if you're not a business, you will still benefit if you have a large family. Otherwise, it might be better to take advantage of regular store specials and buy one get one free deals. Other situations where one might benefit include having to care for and feed a lot of pets, preparing for an emergency, or a big event. Sam's Club is a monthly shopping trip for my family. In my situation, we get the benefits.
I'm a Costco member. I have been for a very long time. I remember when they were called Price Club. I keep my membership there for the gas. The gas is significantly cheaper. It makes paying the yearly fee well worth it. Sometimes, I can find go deals on electronics, but sometimes it's cheaper to buy online.
I share a membership with my mom, so if I pay for the membership it renews hers also. And we love it, I always go there to stock up on those pickled sausages they have in the big jar. I know they seem disgusting but they are so good to me. I think its worth it to have a membership, good deals they have.
I remember having a costco membership when it was fairly new to my city. I was just a kid though, so it was my parents. I've never needed a membership anywhere. I don't see anything special about these places and when it comes to food, I prefer whole foods (not the store). Local farms and other markets get my business.. not the "big guys".