If you are looking for things Costco doesn't carry, it is what it is. If your needs or desires line up with Costco's selection though, then there's no better place in terms of both price and efficiency of procurement.
If you find stuff from Costco is going to waste (namely foodstuffs, almost everything else they carry is non-perishable), just throw them all in the freezer. They will last months if not years.