I agree with pesto. It's not always cheaper, but for quality products, it is good value. I do my main shop there, I go at least twice a month. Cleaning products are best stocked up when the offers come round, and you can do that with water too. Ideally you really need lots of storage space at home!
I don't buy herbs and spices there, because even dried, they are better fresh, I don't really want herbs sitting around for months. Though the saffron is good if you get through a lot of it. Their chicken kievs are nice, and their spicy chicken goujon things.
I don't know if ALL Costcos do it, but ours (reading) has a fish stall once a month, usually the last weekend. Really excellent quality fish, things like monkfish, king crab claws, etc. Some Costcos stock Jalepeno bagels, which are delicious.
I also buy books for the kids, usually get a set a month, box sets of up to ten books for around £10, bargain! Also good for adult hardbacks, recipe books, etc.