I always buy
english cucumbers
a bag of tri colored peppers
a bag of red peppers (these I roast and make into a puree; see Fun w/Purees thread for the recipes)
mushrooms (puree some of them)
organic spinach
a big package of "the meat of the week". On the weekends, I make a big meat dish, split it up to eat now and freeze for later.
My occasional buys include..
fresh broccoli
olive oil
Premier Protein shakes (choc and van)
frozen shrimp
eggs
lettuce
But, we're heading into Farmer's Market season so my Costco bill will be shrinking
**edited to add; Start pricing out blenders/smoothie makers. Costco usually has a Vita-Mix or Magic Bullet available. I went with the Ninja brand from Target, but I think you'll find a quality blender/processor appliance very useful.