I have a membership in all three BJ's Costco and Sams club. There are some subtle differences I have observed over the years. Costco has food in larger size packaging, Bj's has the same items but will offer it in two smaller packages rather than one big one. Costco seems to have a little more high end items and more electronics then either Sams or BJ's. Costco also has a lot of stuff available online. I was using Costco for all my prescriptions as they were the least expensive and you could get prices for meds on their website. Saved a lot of money on name brand prescriptions over the years. Sams has the generic brands like Walmart ten bucks for ninety day supply.
Where I live now I am between Sams and BJ's twenty miles ride in opposite directions. I seem to end up at Sams more often then BJ's lately. Very little difference between them with Sams being a little more for small business, for example lots of restaurant supplies pots and pans etc that neither Costco or BJ's offer.
One big thing I have discovered at BJ's is their auto battery warranty. If you buy a sixty month battery and it fails before the sixty months are up you just bring it back for a full refund, no pro-rating. You end up getting a new battery for the difference in price between the old one and a new one. They have no facilities to check the battery they just take the return. When ever I buy a battery I put it on a separate receipt and keep it in the glove box for warranty purposes.
Over all there is perhaps a ten to fifteen percent difference in the items carried between the three. Costco is the better of the three Sams and BJ's are almost the same.