I wouldn't go to Costco without a car -- and since you've really only got Long Island City, the one in Brooklyn Heights and the one on 117th Street, traffic is going to SUCK.
To that end, I'm not even sure if a thing like Instacart would work with NYC because most of our grocery stores -- aside from Walgreens/Duane Reade and CVS are local bodegas that you're lucky if they take credit cards, let alone have a consistent inventory system. In the suburbs like Long Island or maybe parts of Staten Island, but not in Brooklyn or in Manhattan (can't speak for the other 2 boroughs but I assume Queens and the Bronx would be hard too).
Anyway, long comment short -- Fresh Direct. Oh, and ZocDoc for finding a doctor. Those are the two startups (aside from Seamless and GrubHub) that totally made my first two years in NYC.