Hi Ya,
I have never had a membership to Sams but have been there a few times with a friend of ours. Its okay, but I prefer Costco. We have been members there for a while now and we love it! Another great thing about Costco is their return policy is awesome!
I remember BJ's when we used to live in Upstate NY, we don't have any around here. I don't think we went there a whole lot, but it was okay. Its hard to remember and I'm sure they probably have changed some since then too.
I say go with a friend or you can go in and ask for a guest membership for the day -- I know that Sam's does this, as I've seen them in the paper, not sure if Costco does or not, but its worth a try asking anyways, that way you can "take a look" before you purchse the whole membership. Or like many people have said here, split the membership with a friend/friends. Friends of ours wanted to split our membership to Costco, but we figured we are gonna be a member either way, so we didn't do it, but we said they are welcome to come with us at any time if they need/want anything!!

