We've never joined Costco. BJs is more convenient, membership is cheaper, and our Mastercard gives a 2% rebate.
A few years ago, I spent several hours in the nearest Costco, comparing our usual "market basket" item-for-item with BJs. Costco had a greater selection of higher-end dry goods (jewelry, exercise equipment), and fresh seafood (our BJs only carries frozen fish). Other than that, the food selection and prices were identical to BJs. Plus - Some food items we like, which BJs doesn't carry, were also unavailable in Costco.
The Costco sells gas and the BJs doesn't, but we buy gas closer to home anyway - would not make sense to drive 30 miles round trip for gas.
Maryland doesn't allow alcoholic beverage sales in grocery stores, so I can't speak to that angle.
Amethyst