I guess clear out here on the northwest reaches of Washington State, we don't rate Sam's Clubs. Costco is just fine. We have the Executive Membership (having been with them since way back when......). We use Costco virtually weekly and purchase enough that the annual rebate check we get based on purchases in the previous year, more than covers the annual membership fee. Works for us. I have visited Sam Clubs while on the road, usually as someone's "guest". The comparison's are as you'd find in any similar type store, i.e. Lowe's and H.D. Yes, they both sell tools, lumber and lots of other similar things, BUT, I prefer a particular tool maker and go to the store that carries that line with a broad selection and not the other because they carry just a few items of that particular tool. And the same thing follows with other products. A clear example in my mind is the quality of lumber. One store doesn't have near as good a lumber product as the other. You've probably found the same thing if you eyeballed a 2x4 for square and ended up rejecting 3/4ths of the stack. One pimply faced kid "salesperson" told me I had to take the lumber as it was stacked....... I hope I didn't ruin the rest of his day by the comments I used to answer him.
I digress. Anyway, both stores serve just fine. If you've got both available, good, you've got variety. If not, be glad you've got at least one. I know there are many stretches of our country where the nearest could be well over a couple hundred miles away. If you don't like one or the other, do what I do, I vote with my feet.
Now, go out there and support your local economy and buy locally first, but whichever way, buy something. Me, I'm heading down to a local gun shop to look at the pretties.