Whole sale prices are where the magic is at. I have to check what Sam's and Costco are selling at these days. I rarely buy meat at regular retailers because their mark up is insane.
The only advantage the membership clubs seem to have is that they are usually going to have what you need if you need if you need to buy like $500 worth of meat for a party or something.
Costco near me is pretty much the same price per unit category as grocery stores unless I go to their special wholesale outlets. Costco has better quality and variety that the standard grocery options though.