Apparently, for 2015 Costco (or rather CBC Benefits) now offers private individual HI plans in 40 states.
You do not have to be a Costco member to get a quote, although you do to enroll.
Unfortunately, the quote I was given (not in CA but in Midwest) was not helpful. Far fewer Plan choices than on the Exchange, and as far as I could tell the available Plans were significantly more $$ than equivalent Exchange Plans (i.e. same carrier/deductible/OOPmax). Not enough info to really compare networks though.
I'm currently a Costco member, but at least in my region I do not see that saving on HI is a specific reason to join.