You need to know your prices, as there are some good deals, but equally, not everything is - as others have said you can get as good, or better in your local supermarket.
Then you need space to store some of the bulkier things.
Trays of meat, etc are a good price if you cook that much, which of course, most people don't so then you have to have space to freeze stuff and be organised enough to label, remember, and then defrost stuff.
Petrol is good if you were local, but obviously not an hour's drive away.
Useful if you frequently cater for parties, or large gatherings, or bringing cakes in to a large office, but again, only if it is near where you live, or potentially near work.
I go about once a year on a friend's card, and find it good, but a) I've not paid for membership, and b) it is fairly local.
Otherwise, I wouldn't go.